[![HMM model][1]][1] This is the HMM model considered in the question [![Emission probability matrix][2]][2] And this is the emission probabilities for the respective states. There are two emission values, bringing an umbrella and not bringing an umbrella. **Description of the question:** The question considered the *initial state as sunny*. On *day 2*, the person *brought an umbrella*. On *day 3*, the person *didn't carry an umbrella*. We have to find the probability that it's foggy on 3rd day. Given: Prior probability of the caretaker carrying an umbrella is 0.5. According to me, the answer to this question was addition of the terms in the red circles. Where α<sub>1</sub> = 0.8 * 0.1, α<sub>2</sub> = 0.05 * 0.8, α<sub>3</sub> = 0.15 * 0.3 **Problem I faced:** But the answer included dividing the answer I got by (0.5)<sup>2</sup>. That is, I guess they are dividing by the prior probability two times for the two transitions, but I'm not clear as to why they are dividing. [![Answer][3]][3] [1]: https://i.sstatic.net/E3u45.jpg [2]: https://i.sstatic.net/XDGFn.jpg [3]: https://i.sstatic.net/QklOg.png