Friday, 7 March 2014

Biased coin toss probability

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)=(1p)x1p.
We want to know P(X=2n+1)=(1p)2np. Therefore our cumulative distribution function looks like P(X2n+1)=2n+1i=1P(X=i)=2n+1i=1(1p)2ip=(1p)4n+4(p1)2p2.
I am stuck what do do from here, and how to exclude possibilities where X is even.

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