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For another approach to Theoretical Exercise 7.33, let Tr denote the number of flips required to obtain a run of r consecutive heads.

(a) Determine ETr∣Tr-1.

(b) Determine ETrin terms of ETr-1.

(c) What is ET1?

(d) What is ETr?

Short Answer

Expert verified
  1. It has been determined that ETr∣Tr−1=Tr−1+1+(1−p)ETr
  2. It has been determined thatETr=1p+1pETr−1.
  3. It has been found that ET1=1p.
  4. It has been found thatETr=∑i=1r 1pi.

Step by step solution

01

Given information (Part a)

Tr denote the number of flips required to obtain a run of r consecutive heads

02

Solution (Part a)

p=the probability that a coin lands on heads

ETr=the number of flips required to obtain a run of r consecutive heads.

Find ETr∣Tr−1

ETr∣Tr−1=Tr−1+1+(1−p)ETr

03

Final answer (Part a)

It has been determined thatETr∣Tr−1=Tr−1+1+(1−p)ETr

04

Given information (Part b)

Tr denote the number of flips required to obtain a run of r consecutive heads

05

Solution (Part b)

Find ETr

If expectations on both sides of (a) yields,

ETr=ETr−1+1+(1−p)ETr

=1p+1pETr−1

06

Final answer (Part b)

It has been determined thatETr=1p+1pETr−1̣

07

Given information (Part c)

Tr denote the number of flips required to obtain a run of r consecutive heads

08

Solution (Part c)

Find ET1

Substitute 1 for r in part (b).

ET1=ET1−1+1+(1−p)ET1

=ET0+1+(1−p)ET1

=1p+1pET0

=1p

ET0=0

09

Final answer (Part c)

It has been found thatET1=1p

10

Given information (Part d)

Tr denote the number of flips required to obtain a run of r consecutive heads

11

Solution (Part d)

Find ETr

ETr=1p+1pETr−1

=1p+1p1p+1pETr−1

=1p+1p2+1p2ETr−2

=1p+1p2+1p3+1p3ETr−3

=∑i=1r 1pi+1prET0

=∑i=1r 1pi

12

Final answer (Part d)

It has been found thatETr=∑i=1r 1pi

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