/*! 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} Problem 3 A coin is tossed repeatedly, hea... [FREE SOLUTION] | 91Ó°ÊÓ

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A coin is tossed repeatedly, heads occurring on each toss with probability \(p\). Find the probability generating function of the number \(T\) of tosses before a run of \(n\) heads has appeared for the first time.

Short Answer

Expert verified
The PGF for T, the number of tosses before 'n' heads appear, is found recursively as \( G(z) = \frac{z(1-p)}{1-p+zp^n} \).

Step by step solution

01

Understanding the Problem

We need to find the probability generating function (PGF) of the number of tosses before a streak of "n" consecutive heads appears, for a coin that has probability "p" of landing heads on each toss.
02

Define the Variables and PGF

Let "T" be the random variable representing the number of tosses before "n" heads appear consecutively. The PGF for T, denoted as \( G(z) \), is defined as \( G(z) = E(z^T) \).
03

Consider Smaller Cases

Start with simpler cases to understand the pattern. For "n = 1", the process ends with the first head, while for "n = 2", we track until the first pair of consecutive heads. Using these cases, we establish a recursive relationship.
04

Recursive Formulation

Express the event "n heads appear consecutively" in terms of earlier events: \( G(z) = (1-p)G(z) + zpG(z)^n \). This states that either a tail has occurred on the first toss, or a head, which is followed by solving for T without stopping conditions.
05

Solve the Recursive Equation

Rearrange the equation to isolate \( G(z) \): \( G(z) = \frac{zpG(z)^n}{1-(1-p)G(z)} \), leading to \( G(z)(1-(1-p)G(z)) = zpG(z)^n \).
06

Simplify and Solve for G(z)

From the recursive relation, simplify to an expression showing the PGF: \( G(z)(1 - (1-p)G(z)) = zpG(z)^n \). This can be further handled to find the exact functional form of G(z).
07

Final Expression for PGF

Depending on the specific case (1 toss or more), solve the polynomial to isolate \( G(z) \) explicitly, often requiring solving for roots or series expansions.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Random Variable
In probability theory, a random variable is a fundamental concept that maps outcomes of a random process to numerical values. It serves as a bridge between a random experiment and numerical analysis.
For instance, when you repeatedly toss a coin, you can define a random variable, say "T", which represents the number of tosses needed before you achieve a specific event—in this case, a sequence of "n" consecutive heads.
  • Random variables can represent various situations, such as scores in games or times in waiting line models.
  • They can be discrete, taking specific values, or continuous, able to assume any value within a range.
Understanding the behavior of random variables is crucial, especially when dealing with complex stochastic processes. They provide a way to quantify uncertainty and can be described using functions, such as probability generating functions, to understand their distribution and expected outcomes.
Recursive Formulation
Recursive formulation is a powerful method used to express complex problems in terms of simpler, smaller sub-problems. In the context of our coin toss example, recursion helps in getting the probability generating function (PGF) for the number of tosses before seeing "n" heads consecutively.
By setting up a base case and expressing the PGF dependent on previous events, we achieve a compact solution to otherwise daunting problems.
  • Start by understanding the simplest case, such as obtaining one head.
  • Gradually build upon it to express the solution for larger streaks, like two heads or more.
  • Use a recursive formulation to link smaller solutions to form the final answer.
Recursive methods are extensively used in computer science for designing algorithms like sorting and searching, as well as in mathematics for solving combinatorial problems. It reduces complex computations into manageable parts.
Consecutive Events
When studying probability, consecutive events refer to sequences where particular outcomes occur back-to-back within a random process. In our problem, we are interested in tosses until "n" consecutive heads appear. Understanding consecutive events gives us insight into streaks or runs, which are common in real-life scenarios such as sports and gaming.
Calculating the likelihood of consecutive events is challenging because each outcome heavily depends on previous ones.
  • Tracking smaller consecutive events is often essential to build a comprehension of larger sequences in recursive strategies.
  • Analyzing consecutive sequences helps in understanding statistical significance in data series.
  • Simulations often use consecutive events to predict outcomes in models that mimic real-world situations.
Recognizing these patterns improves our capacity to model systems and predict behaviors over time, making this concept highly valuable in both theoretical and applied probability.
Probability Theory
Probability theory is the branch of mathematics that deals with the analysis of random phenomena. It provides tools to quantify uncertainty and is foundational in a wide range of disciplines such as finance, insurance, and science. Our exercise, involving tossing a coin, is rooted in probability theory.
  • It involves understanding outcomes, events, and how they are influenced by probabilistic models.
  • Key concepts include random variables, expected value, variance, and probability distributions.
  • Probability theory enables the creation of models that predict the likelihood of future events based on past occurrences.
Engaging with probability concepts allows us to formulate strategies to manage risk and make informed decisions. Various practical applications, from designing algorithms to assessing system reliability, rely on principles established by probability theory.

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Most popular questions from this chapter

Recurrent events. Let \(\left\\{X_{r}: r \geq 1\right\\}\) be the integer-valued identically distributed intervals between the times of a recurrent event process. Let \(L\) be the earliest time by which there has been an interval of length \(a\) containing no occurrence time. Show that, for integral \(a\). $$ \mathrm{E}\left(s^{L}\right)=\frac{s^{a} \mathrm{P}\left(X_{1}>a\right)}{1-\sum_{r=1}^{a} s^{r} \mathrm{P}\left(X_{1}=r\right)} $$

If \(X\) and \(Y\) have joint probability generating function $$ G_{X, Y}(s, t)=\exp \\{\alpha(s-1)+\beta(t-1)+\gamma(s t-1)\\} $$ find the marginal distributions of \(X, Y\), and the distribution of \(X+Y\), showing that \(X\) and \(Y\) have the Poisson distribution, but that \(X+Y\) does not unless \(\gamma=0\)

The distribution of a random variable \(X\) is called infinitely divisible if, for all positive integers \(n\), there exists a sequence \(Y_{1}^{(n)}, Y_{2}^{(n)} \ldots ., Y_{n}^{(n)}\) of independent identically distributed random variables such that \(X\) and \(Y_{1}^{(n)}+Y_{2}^{(n)}+\cdots+Y_{n}^{(n)}\) have the same distribution. (a) Show that the normal, Poisson, and gamma distributions are infinitely divisible. (b) Show that the characteristic function \(\phi\) of an infinitely divisible distribution has no real zeros, in that \(\phi(t) \neq 0\) for all real \(t\).

\(\ln n\) flips of a biased coin which shows heads with probability \(p(=1-q)\), let \(L_{n}\) be the length of the longest run of heads. Show that, for \(r \geq 1\), $$ 1+\sum_{n=1}^{\infty} s^{n} \mathbb{P}\left(L_{n}

Consider a branching process with generation sizes \(Z_{n}\) satisfying \(Z_{0}=1\) and \(P\left(Z_{1}=0\right)=0\). Pick two individuals at random (with replacement) from the \(n\)th generation and let \(L\) be the index of the generation which contains their most recent common ancestor. Show that \(\mathbb{P}(L=r)=\mathbb{E}\left(Z_{r}^{-1}\right)-\) \(\mathrm{E}\left(Z_{r+1}^{-1}\right)\) for \(0 \leq r0 ?\)

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