Sunday, 10 July 2016

probability - f(x)=(1/2)^x, x=1,2,3,4, ...find the mean

A fair coin is flipped successively at random until the first head is observed. Let the random variable X denote the number of flips of the coin that are required. Then the space of x is S={x: x=1,2,3,4, ....}. Later we learn that, under certain conditions, we can assign probabilities to these outcomes in S with the function f(x)=(1/2)x,x=1,2,3,4,... Compute the mean μ.



I know μ=E(X)=x=1xf(x)=1(1/2)1+2(1/2)2+3(1/2)3+....=1/2+1/2+3/8+...



I have thought about factoring 1/2 out, but I still could not figure out the mean. I know x=1f(x)=1. I just need the help of rewriting the expected value in terms of x=1f(x). Any help is appreciated. Thank you.



After looking at the multiple ways to solving this, I am going with the summation direction. This is what I have done so far, but I am still not there yet. Any correction of the following is appreciated.




New:



x=1x2x=x=0x+12x+1=x=0x2x+1+x=012x+1=12x=0x2x+12x=012x



From here, I do not see how 12x=012x=1?

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