How do you multiply transition probability matrixes?

5k Views Asked by At

Say I'm trying to find $P^{2}$ and I just need to multiply the initial state (this is the middle row) \begin{bmatrix}0.25&0.5&0.25\end{bmatrix} by the transition probability matrix

\begin{bmatrix}0.6&0.25&0.15\\0.25&0.5&0.25\\0.18&.52&.3\end{bmatrix}

The answer should be \begin{bmatrix}0.32&0.4425&0.2375\end{bmatrix}

I just can't figure out what exactly I'm supposed to be multiplying that would give me that answer.

edit: The solution I was given lists the answer as that first intitial state/line vector times the whole matrix, and the answer is as I listed. Here is the full question, but its just how to go from one step to another that I can't figure out:

Suppose that the offspring’s choice of post-secondary education (university/college/trade) is dependent on the highest level of education received by their parents. If one parent went to university, there is a 60% chance that the offspring will attend university, 25% chance that they will attend college. If one parent went to college, there is a 50% chance they will attend college as well, and 25% chance they will enter a trade. If one parent works in a trade, there is a 52% chance that they will attend college, and 30% chance they will enter a trade. If a child currently has one parent who chose to go to college, what are the chances that the child’s future child will also attend college?

1

There are 1 best solutions below

2
On BEST ANSWER

You are getting muddled in your notation.

Usually the $n$th state is given by $x^{(n)}$ and the transition matrix is given by $P$.

You will have started with $x^{(0)}=\begin{bmatrix}0&1&0\ \end{bmatrix}$

You then worked out $x^{(1)}=x^{(0)}P=\begin{bmatrix}0&1&0\ \end{bmatrix} \begin{bmatrix}0.6&0.25&0.15\\0.25&0.5&0.25\\0.18&.52&.3\end{bmatrix} = \begin{bmatrix}0.25&0.5&0.25\ \end{bmatrix}$

If you don't really understand matrix multiplication then you won't understand how you got there, so I will try to explain.

To get the first element of $x^{(1)}$ you multiply the elements of the first column of the matrix by the corresponding elements of $x^{(0)}$ and add them together:

$0.6 \times 0 + 0.25 \times 1 + 0.18 \times 0 = 0.25$

$0.25 \times 0 + 0.5 \times 1 + 0.52 \times 0 = 0.5$

$0.15 \times 0 + 0.25 \times 1 + 0.3 \times 0 = 0.25$

What you want next is not $P^2$ - that would be the $3 \times 3$ matrix representing the transition over two generations.

Instead you want $x^{(2)}=x^{(1)}P$

$x^{(2)}=\begin{bmatrix}0.25&0.5&0.25\ \end{bmatrix} \begin{bmatrix}0.6&0.25&0.15\\0.25&0.5&0.25\\0.18&.52&.3\end{bmatrix}$

Now follow the same procedure as before. I'll do the first element for you:

$0.6 \times 0.25 + 0.25 \times 0.5 + 0.18 \times 0.25 = 0.32$