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BBy Bot
Jun 09'24

Exercise

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?