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As a simplified model for weather forecasting, suppose that the weather (either wet or dry) tomorrow will be the same as the weather today with probability p. Show that the weather is dry on January 1, then Pn, the probability that it will be dry ndays later, satisfies

Pn=(2p-1)Pn-1+(1-p) n≥1

P0=1

Prove that:

Pn=12+12(2p-1)n n≥0

Short Answer

Expert verified

By getting recursion, use the formula of total probability on Pnusing Pn-1, Pn-1c

The explicit formula is proved by the principle of mathematical induction.

Step by step solution

01

Mathematical induction.

Mathematical induction is a type of mathematical proof. It is mostly used to demonstrate that a proposition P(n) holds for every natural number n=0,1,2,3,4,5,..., i.e., that the overall assertion is a series of infinitely many examples.

02

Evaluate Pn

Pn, After January 1, the weather will be dry for a few days.

Define the probabilities:

PAn=Pn

PAn∣An-1=p

PAnc∣An-1c=p

P0=1

Total probability formula:

PAn=PAn∣An-1PAn-1+PAn∣An-1cPAn-1c n≥1

first term on right hand is namely p

formula for the probability of a complement gives:

PAn-1c=1-PAn-1=1-Pn-1

PAn∣An-1c=1-PAnc∣An-1c=1-p

Transferring total probability formula into:

Pn=pPn-1+(1-p)1-Pn-1n≥1

which is equal to

Pn=(2p-1)Pn-1+(1-p)n≥1

Pn=12+12×(2p-1)n,n≥0

03

Prove by mathematical induction

For, n=0

P0=12+12×(2p-1)0=1

By the first half of the exercise, it is true forn+1that:

Pn+1=(2p-1)Pn+(1-p)n≥0

and because the formula holds forn

Pn+1=(2p-1)12+12×(2p-1)n+(1-p)

The result of algebraic multiplication is,

Pn+1=12×(2p-1)n+1+12

This formula is valid for every n∈Nsince this statement is true.

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