exercise:7a48130c99: Difference between revisions

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(Created page with "<div class="d-none"><math> \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}</math></div> Let <math>X</math> be the first time that a ''failure'' occurs in an infinite sequence of Bernoulli trials with probability <math>p</math> for success. Let <math>p_k = P(X = k)</math> for <math>k = 1</math>, 2, \dots. Show that <math>p_k = p^{k...")
 
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Let <math>X</math> be the first time that a ''failure'' occurs in an infinite sequence of Bernoulli trials with probability <math>p</math> for success.  Let <math>p_k= P(X = k)</math> for <math>k = 1</math>, 2, ....  Show that <math>p_k = p^{k - 1}q</math> where <math>q = 1 - p</math>.  
\newcommand{\NA}{{\rm NA}}
Show that <math>\sum_k p_k = 1</math>.  Show that <math>E(X) = 1/q</math>.  What is the expected number of tosses of a coin required to obtain the first tail?
\newcommand{\mat}[1]{{\bf#1}}
\newcommand{\exref}[1]{\ref{##1}}
\newcommand{\secstoprocess}{\all}
\newcommand{\NA}{{\rm NA}}
\newcommand{\mathds}{\mathbb}</math></div> Let <math>X</math> be the first time that a ''failure'' occurs in
an infinite sequence of Bernoulli trials with probability <math>p</math> for success.  Let <math>p_k
= P(X = k)</math> for <math>k = 1</math>, 2, \dots.  Show that <math>p_k = p^{k - 1}q</math> where <math>q = 1 - p</math>.  
Show that <math>\sum_k p_k = 1</math>.  Show that <math>E(X) = 1/q</math>.  What is the expected number of
tosses of a coin required to obtain the first tail?

Latest revision as of 18:16, 24 June 2024

Let [math]X[/math] be the first time that a failure occurs in an infinite sequence of Bernoulli trials with probability [math]p[/math] for success. Let [math]p_k= P(X = k)[/math] for [math]k = 1[/math], 2, .... Show that [math]p_k = p^{k - 1}q[/math] where [math]q = 1 - p[/math]. Show that [math]\sum_k p_k = 1[/math]. Show that [math]E(X) = 1/q[/math]. What is the expected number of tosses of a coin required to obtain the first tail?