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The chance of a clean run

StatisticsHard

A signal has a hidden state, on or off. Day is on with probability . Each state repeats the next day with probability . An up day has probability when on and when off, independently once the states are known. What is the probability that days and are both up days, whatever the hidden states were? Give a fraction in lowest terms.

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A whole number, a decimal, a fraction like 3/8 or a percent.

Hint

Keep the joint chance of each state and everything seen so far, day by day.

Solution
  1. Day joint chances: for on and for off.
  2. Move to day : on gets and off gets .
  3. Weight by the second up day: and .
  4. Add them: .

Answer: