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?
/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none}
Learning Materials
Features
Discover
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?
All the tools & learning materials you need for study success - in one app.
Get started for free
A coin having probability \(p\) of coming up heads is successively flipped until two of the most recent three flips are heads. Let \(N\) denote the number of flips. (Note that if the first two flips are heads, then \(N=2 .\) ) Find \(E[N]\).
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.
Polya's urn model supposes that an urn initially contains \(r\) red and \(b\) blue balls. At each stage a ball is randomly selected from the urn and is then returned along with \(m\) other balls of the same color. Let \(X_{k}\) be the number of red balls drawn in the first \(k\) selections. (a) Find \(E\left[X_{1}\right]\) (b) Find \(E\left[X_{2}\right]\). (c) Find \(E\left[X_{3}\right]\). (d) Conjecture the value of \(E\left[X_{k}\right]\), and then verify your conjecture by a conditioning argument. (e) Give an intuitive proof for your conjecture. Hint: Number the initial \(r\) red and \(b\) blue balls, so the urn contains one type \(i\) red ball, for each \(i=1, \ldots, r ;\) as well as one type \(j\) blue ball, for each \(j=1, \ldots, b\). Now suppose that whenever a red ball is chosen it is returned along with \(m\) others of the same type, and similarly whenever a blue ball is chosen it is returned along with \(m\) others of the same type. Now, use a symmetry argument to determine the probability that any given selection is red.
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
Independent trials, each resulting in success with probability \(p\), are performed. (a) Find the expected number of trials needed for there to have been both at least \(n\) successes or at least \(m\) failures. Hint: Is it useful to know the result of the first \(n+m\) trials? (b) Find the expected number of trials needed for there to have been either at least \(n\) successes or at least \(m\) failures. Hint: Make use of the result from part (a).
What do you think about this solution?
We value your feedback to improve our textbook solutions.