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 sequence of independent trials, each of which is equally likely to result in any of the outcomes \(0,1, \ldots, m\). Say that a round begins with the first trial, and that a new round begins each time outcome 0 occurs. Let \(N\) denote the number of trials that it takes until all of the outcomes \(1, \ldots, m-1\) have occurred in the same round. Also, let \(T_{j}\) denote the number of trials that it takes until \(j\) distinct outcomes have occurred, and let \(I_{j}\) denote the \(j\) th distinct outcome to occur. (Therefore, outcome \(I_{j}\) first occurs at trial \(T_{j} .\) ) (a) Argue that the random vectors \(\left(I_{1}, \ldots, I_{m}\right)\) and \(\left(T_{1}, \ldots, T_{m}\right)\) are independent. (b) Define \(X\) by letting \(X=j\) if outcome 0 is the \(j\) th distinct outcome to occur. (Thus, \(I_{X}=0 .\) ) Derive an equation for \(E[N]\) in terms of \(E\left[T_{j}\right]\), \(j=1, \ldots, m-1\) by conditioning on \(X\) (c) Determine \(E\left[T_{j}\right], j=1, \ldots, m-1\). Hint: See Exercise 42 of Chapter 2 . (d) Find \(E[N]\).
\(A\) 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.
A coin having probability \(p\) of coming up heads is continually flipped. Let \(P_{j}(n)\) denote the probability that a run of \(j\) successive heads occurs within the first \(n\) flips. (a) Argue that $$ P_{j}(n)=P_{j}(n-1)+p^{j}(1-p)\left[1-P_{j}(n-j-1)\right] $$ (b) By conditioning on the first non-head to appear, derive another equation relating \(P_{j}(n)\) to the quantities \(P_{j}(n-k), k=1, \ldots, j\)
Suppose \(p(x, y, z)\), the joint probability mass function of the random variables \(X, Y\), and \(Z\), is given by $$ \begin{array}{ll} p(1,1,1)=\frac{1}{8}, & p(2,1,1)=\frac{1}{4}, \\ p(1,1,2)=\frac{1}{8}, & p(2,1,2)=\frac{3}{16}, \\ p(1,2,1)=\frac{1}{16}, & p(2,2,1)=0, \\ p(1,2,2)=0, & p(2,2,2)=\frac{1}{4} \end{array} $$ What is \(E[X \mid Y=2] ?\) What is \(E[X \mid Y=2, Z=1]\) ?
Suppose that \(X\) and \(Y\) are independent random variables with probability
density functions \(f_{X}\) and \(f_{Y}\). Determine a one-dimensional integral
expression for \(P\\{X+Y
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