1 problem found
A biased coin, with a probability \(p\) of coming up heads and a probability \(q=1-p\) of coming up tails, is tossed repeatedly. Let \(A\) be the event that the first run of \(r\) successive heads occurs before the first run of \(s\) successive tails. If \(H\) is the even that on the first toss the coin comes up heads and \(T\) is the event that it comes up tails, show that \begin{alignat*}{1} \mathrm{P}(A|H) & =p^{\alpha}+(1-p^{\alpha})\mathrm{P}(A|T),\\ \mathrm{P}(A|T) & =(1-q^{\beta})\mathrm{P}(A|H), \end{alignat*} where \(\alpha\) and \(\beta\) are to be determined. Use these two equations to find \(\mathrm{P}(A|H),\) \(\mathrm{P}(A|T),\) and hence \(\mathrm{P}(A).\)
Solution: \begin{align*} && \P(A|H) &= \P(\text{achieve }r\text{ heads immediately}) + \P(\text{don't and then achieve it from having flipped a tail}) \\ &&&= p^{r-1} + (1-p^{r-1}) \cdot \P(A|T) \\ && \P(A|T) &= (1-q^{s-1})\P(A|H) \\ \\ &&\P(A|H) &= p^{r-1}+(1-p^{r-1})(1-q^{s-1})\P(A|H) \\ \Rightarrow && \P(A|H) &= \frac{p^{r-1}}{1-(1-p^{r-1})(1-q^{s-1})} \\ && \P(A|T) &= \frac{(1-q^{s-1})p^{r-1}}{1-(1-p^{r-1})(1-q^{s-1})} \\ && \P(A) &= \frac{(2-q^{s-1})p^{r-1}}{2(1-(1-p^{r-1})(1-q^{s-1}))} \end{align*}