Probabilistic Model

morganfor · #1 $Old$ October 19th, 2009, 04:19 PM

How would one create a probabilistic model for the following scenario: the probability that the temperature will change in the next 5 minute interval is calculated. 23% of the time the temperature goes up, 30% of the time the temperature goes down and 47% of the time the temperature stays the same.

CaptainBlack · #2 $Old$ October 21st, 2009, 01:04 AM

Quote:

Originally Posted by morganfor $View Post$

How would one create a probabilistic model for the following scenario: the probability that the temperature will change in the next 5 minute interval is calculated. 23% of the time the temperature goes up, 30% of the time the temperature goes down and 47% of the time the temperature stays the same.

$t_{n+1}=t_n+r$

where r is a RV with the required distribution (as you don't say naything about the sizes of the changes all we can say is that it is +/ve with prob 0.23, -ve with probability 0.30, and 0 with probability 0.47).

CB