Stat 516

Lab 2

November 2, 2006


The following counts are transitions between different strata from a site in Quebec (see p.67 in the book).

Facies
 0
 1
 2
 3
 4
 5
 Sum
0
 0
 2
 0
 2
 2
 0
 6
1
 5
 0
 23
 31
 17
 8
 84
2
 0
 21
 0
 45
 27
 8
 101
3
 1
 54
 44
 0
 66
 25
 190
4
 0
 6
 24
 81
 0
 39
 149
5
 0
 5
 8
 31
 32
 0
 76
Sum
 6
 88
 99
 190
 144
 79
 606

1. Estimate the stationary distribution for these data.

2. Simulate a process according to the observed transition probabilities in these data. How many transitions do you need to observe in order to be able to estimate the stationary distribution accurately? What can you say about the estimate in 1?

3. Using the bootstrap appriach (or otherwise) estimate the standard error of the estimated stationary distribution in 1.

The report is due in class on November 14,