Chapter 3: Problem 80
A coin that comes up heads with probability \(p\) is flipped \(n\) consecutive times. What is the probability that starting with the first flip there are always more heads than tails that have appeared?
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Chapter 3: Problem 80
A coin that comes up heads with probability \(p\) is flipped \(n\) consecutive times. What is the probability that starting with the first flip there are always more heads than tails that have appeared?
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Consider a gambler who on each bet either wins 1 with probability \(18 / 38\) or loses 1 with probability \(20 / 38\). (These are the probabilities if the bet is that a roulette wheel will land on a specified color.) The gambler will quit either when he or she is winning a total of 5 or after 100 plays. What is the probability he or she plays exactly 15 times? Sh
Let \(X_{1}\) and \(X_{2}\) be independent geometric random variables having the same parameter \(p\). Guess the value of $$ P\left\\{X_{1}=i \mid X_{1}+X_{2}=n\right\\} $$ Hint: Suppose a coin having probability \(p\) of coming up heads is continually flipped. If the second head occurs on flip number \(n\), what is the conditional probability that the first head was on flip number \(i, i=1, \ldots, n-1 ?\) Verify your guess analytically.
A deck of \(n\) cards, numbered 1 through \(n\), is randomly shuffled so that all \(n !\) possible permutations are equally likely. The cards are then turned over one at a time until card number 1 appears. These upturned cards constitute the first cycle. We now determine (by looking at the upturned cards) the lowest numbered card that has not yet appeared, and we continue to turn the cards face up until that card appears. This new set of cards represents the second cycle. We again determine the lowest numbered of the remaining cards and turn the cards until it appears, and so on until all cards have been turned over. Let \(m_{n}\) denote the mean number of cycles. (a) Derive a recursive formula for \(m_{n}\) in terms of \(m_{k}, k=1, \ldots, n-1\). (b) Starting with \(m_{0}=0\), use the recursion to find \(m_{1}, m_{2}, m_{3}\), and \(m_{4}\). (c) Conjecture a general formula for \(m_{n}\). (d) Prove your formula by induction on \(n\). That is, show it is valid for \(n=1\), then assume it is true for any of the values \(1, \ldots, n-1\) and show that this implies it is true for \(n\). (e) Let \(X_{i}\) equal 1 if one of the cycles ends with card \(i\), and let it equal 0 otherwise, \(i=1, \ldots, n\). Express the number of cycles in terms of these \(X_{i}\). (f) Use the representation in part (e) to determine \(m_{n}\). (g) Are the random variables \(X_{1}, \ldots, X_{n}\) independent? Explain. (h) Find the variance of the number of cycles.
\(A\) and \(B\) roll a pair of dice in turn, with \(A\) rolling first. A's objective is to obtain a sum of 6 , and \(B\) 's is to obtain a sum of 7 . The game ends when either player reaches his or her objective, and that player is declared the winner. (a) Find the probability that \(A\) is the winner. (b) Find the expected number of rolls of the dice. (c) Find the variance of the number of rolls of the dice.
Use the conditional variance formula to find the variance of a geometric random variable.
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