A biased coin is tossed until a head appears for the first time. Let p denote the
probability of a head, 0<p<1. What is the probability that the number of tosses
required is odd?
My attempt:
Let p= probability of a head on any given toss and X= number of tosses required to get a head. Then for any toss x
P(X=x)=(1−p)x−1p.
We want to know P(X=2n+1)=(1−p)2np. Therefore our cumulative distribution function looks like P(X≤2n+1)=2n+1∑i=1P(X=i)=2n+1∑i=1(1−p)2ip=(1−p)4n+4−(p−1)2p−2.
I am stuck what do do from here, and how to exclude possibilities where X is even.
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