(Solution) - Return to Example 3 10 6 Assume that the state at time -(2025 Original AI-Free Solution)

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Return to Example 3.10.6. Assume that the state at time n ? 1 is {Aa, aa}.
a. Suppose that we learn thatXn+1 is {AA, aa}. Find the conditional distribution of Xn. (That is, find all the probabilities for the possible states at time n given that the state at time n + 1 is {AA, aa}.)
b. Suppose that we learn that Xn+1 is {aa, aa}. Find the conditional distribution of Xn.