Stat542: Hidden Markov Model

The Dishonest Casino

This example is taken from Durbin et. al. (1999): A dishonest casino uses two dice, one of them is fair the other is loaded.

• The probabilities of the fair die are (1/6,…,1/6).
• The probabilities of the loaded die are (1/10,…,1/10,1/2)

The observer doesn’t know which die is actually taken (the state is hidden), but the sequence of throws (observations) can be used to infer which die (state) was used.

library(HMM)
dishonestCasino()