\(p_{ij}\) and \(p_{ji}\) bottom of page 155
June 5, 2012
My FM320 student, Bide Liu, spotted that I should have \(p_{ji}\) and not \(p_{ij}\) in the penultimate equation on page 155. It should read like $$p_{ji}= \Pr (\eta_t=i | \eta_{t-1} = j)$$
June 5, 2012
My FM320 student, Bide Liu, spotted that I should have \(p_{ji}\) and not \(p_{ij}\) in the penultimate equation on page 155. It should read like $$p_{ji}= \Pr (\eta_t=i | \eta_{t-1} = j)$$