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A coin having probability p of landing on heads is flipped n times. Compute the expected number of runs of heads of size 1 , of size 2 , and of size k,1≤k≤n.

Short Answer

Expert verified

The expected number of runs of heads of size 1 , of size 2 , and of sizek,1≤k≤nis(n-k)pk(1-p)2+pk1-p2.

Step by step solution

01

Given Information

Coin's probability =p

Number of flipping times=n,

02

Explanation

Define random variable Ijthat marks whether the run of Heads of size kstarted from the trial number jor not, j=1,2,…n-k+1.

Now define an indicator variable as follows:

Ij=1 â¶Ä…â¶Ä…â¶Ä…(if aksized run begins atjthposition0 â¶Ä…â¶Ä…â¶Ä…(otherwise)

So, if we define Xas the random variable that marks the total number of k-runs of Heads, So we have that:

X=∑j=1n-k+1Ij

Using the linearity of the expectation, so:

E(X)=∑j=1n-k+1EIj

=E∑j=1n-k+1Ij

=PI1=1+∑j=2n-kPIj=1+PIn-k+1

03

Explanation

Now solving above expression:

=PI1=1+∑j=2n-kPIj=1+PIn-k+1

=pk(1-p)+(n-k-1)pk(1-p)2+pk(1-p)

=2pk(1-p)+(n-k-1)pk(1-p)2

=(n-k)pk(1-p)2+pk1-p2

04

Final Answer

Hence, the expected number of runs of heads of size as per question is:

(n-k)pk(1-p)2+pk1-p2

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