Two people adopt the following procedure for deciding where to go for a cup of tea: either to a hotel or to a tea shop. Each person has a coin which has a probability \(p\) of showing heads and \(q\) of showing tails (where \(p+q = 1\)). In each round of the procedure, both people toss their coins once. If both coins show heads, then both people go to the hotel; if both coins show tails, then both people go to the tea shop; otherwise, they continue to the next round. This process is repeated until a decision is made.
Show that the probability that they make a decision on the \(n\)th round is
$$(q^2 + p^2)(2qp)^{n-1}.$$
Show also that the probability that they make a decision on or before the \(n\)th round is at least
$$1 - \frac{1}{2^n}$$
whatever the value of \(p\).
Three people adopt the following procedure for deciding where to go for a cup of tea: either to a hotel or to a tea shop. Each person has a coin which has a probability \(p\) of showing heads and \(q\) of showing tails (where \(p + q = 1\)). In the first round of the procedure, all three people toss their coins once. If all three coins show heads, then all three people go to the hotel; if all three coins show tails, then all three people go to the tea shop; otherwise, they continue to the next round.
In the next round the two people whose coins showed the same face toss again, but the third person just turns over his or her coin. If all three coins show heads, then all three people go to the hotel; if all three coins show tails, then all three people go to the tea shop; otherwise, they go to the third round.
Show that the probability that they make a decision on or before the second round is at least \(\frac{7}{16}\), whatever the value of \(p\).
Solution:
The probability they don't make a decision in a round is \(qp + pq = 2qp\) (TH and HT). The probability they make a decision in a round is \(q^2+p^2\) (TT and HH). Therefore the probability they make a decision in the \(n\)th round is:
\[ (q^2+p^2)(2qp)^{n-1} \]
by having \(n-1\) failures and one success.
The probability they make a decision on or before the \(n\)th round is the \(1-\) the probability they don't, ie \(1 - (2qp)^n\). Notice that \(\sqrt{qp} \leq \frac{p+1}{2} = \frac12 \Rightarrow qp \leq \frac14\) so \(1-(2pq)^n \leq 1 - \frac1{2^n}\)
The probability it's decided in the first round is \(p^3 + q^3\) (HHH, TTT). The probability it's decided in the second round is \(3p^2q \cdot p^2 + 3qq^2 \cdot q^2 = 3pq(p^3+q^3)\) (HHT -> HHH) and (TTH -> TTT) with reorderings).
Therefore the probability of making a decision in the first or second round is \((p^3+q^3)(1 + 3pq)\) which is minimised when \(p = q\) by Muirhead (or whatever your favourite inequality is). So \(\frac{2}{8} \cdot \left ( 1 + \frac{3}{4} \right) = \frac{7}{16}\)