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2025 Paper 2 Q11
D: 1500.0 B: 1500.0
geometric distribution geometric series differentiation of series expected value binomial theorem combinatorics probability dice strictly increasing sequence approximation

  1. By considering the sum of a geometric series, or otherwise, show that \[\sum_{r=1}^{\infty} rx^{r-1} = \frac{1}{(1-x)^2} \quad \text{for } |x| < 1.\]
  2. Ali plays a game with a fair \(2k\)-sided die. He rolls the die until the first \(2k\) appears. Ali wins if all the numbers he rolls are even.
    1. Find the probability that Ali wins the game. If Ali wins the game, he earns £1 for each roll, including the final one. If he loses, he earns nothing.
    2. Find Ali's expected earnings from playing the game.
  3. Find a simplified expression for \[1 + 2\binom{n}{1}x + 3\binom{n}{2}x^2 + \ldots + (n+1)x^n,\] where \(n\) is a positive integer.
  4. Zen plays a different game with a fair \(2k\)-sided die. She rolls the die until the first \(2k\) appears, and wins if the numbers rolled are strictly increasing in size. For example, if \(k = 3\), she wins if she rolls 2, 6 or 1, 4, 5, 6, but not if she rolls 1, 4, 2, 6 or 1, 3, 3, 6. If Zen wins the game, she earns £1 for each roll, including the final one. If she loses, she earns nothing. Find Zen's expected earnings from playing the game.
  5. Using the approximation \[\left(1 + \frac{1}{n}\right)^n \approx e \quad \text{for large } n,\] show that, when \(k\) is large, Zen's expected earnings are a little over 35\% more than Ali's expected earnings.

Solution:

  1. Note that, \begin{align*} && \sum_{r = 0}^\infty x^r &= \frac{1}{1-x} && |x| < 1\\ \underbrace{\Rightarrow}_{\frac{\d}{\d x}} && \sum_{r = 0}^\infty rx^{r-1} &= \frac{1}{(1-x)^2} && |x| < 1\\ && \sum_{r = 1}^\infty rx^{r-1} &= \frac{1}{(1-x)^2} && |x| < 1\\ \end{align*}
    1. \begin{align*} && \mathbb{P}(\text{Ali wins in }s\text{ rounds}) &= \left ( \frac{k-1}{2k} \right)^{s-1} \frac{1}{2k} \\ \Rightarrow && \mathbb{P}(\text{Ali wins}) &= \sum_{s=1}^\infty \mathbb{P}(\text{Ali wins in }s\text{ rounds}) \\ &&&=\sum_{s=1}^\infty \left ( \frac{k-1}{2k} \right)^{s-1} \frac{1}{2k} \\ &&&= \frac{1}{2k} \sum_{s=0}^\infty \left ( \frac{k-1}{2k} \right)^{s} \\ &&&= \frac{1}{2k} \frac{1}{1 - \frac{k-1}{2k}} \\ &&&= \frac{1}{2k - (k-1)} \\ &&&= \frac{1}{k+1} \end{align*}
    2. \begin{align*} \mathbb{E}(\text{Ali score}) &= \sum_{s=1}^{\infty} s \mathbb{P}(\text{Ali wins in }s\text{ rounds}) \\ &= \sum_{s=1}^{\infty} s \left ( \frac{k-1}{2k} \right)^{s-1} \frac{1}{2k} \\ &= \frac{1}{2k} \frac{1}{\left (1 - \frac{k-1}{2k} \right)^2} \\ &= \frac{2k}{(k+1)^2} \end{align*}
  3. \begin{align*} && (1+x)^{n} &= \sum_{k=0}^n \binom{n}{k} x^k \\ \Rightarrow && x(1+x)^n &= \sum_{k=0}^n \binom{n}{k} x^{k+1} \\ \Rightarrow && (1+x)^n + nx(1+x)^{n-1} &= \sum_{k=0}^n (k+1)\binom{n}{k} x^k \\ \Rightarrow && (1+x)^{n-1}(1+(n+1)x) &= 1 + 2\binom{n}{1}x + 3\binom{n}{2}x^2 + \ldots + (n+1)x^n \end{align*}
  4. \begin{align*} \mathbb{E}(\text{Zen score}) &= \sum_{s=1}^{2k} s \mathbb{P} \left ( \text{Zen gets }s\text{ numbers in increasing order ending with }2k \right) \\ &= \sum_{s=1}^{2k} s \binom{2k-1}{s-1} \frac{1}{(2k)^s} \\ &= \frac{1}{2k}\sum_{s=0}^{2k-1} (s+1) \binom{2k-1}{s} \frac{1}{(2k)^s} \\ &= \frac{1}{2k} \left ( 1 + \frac{1}{2k} \right)^{2k-2} \left ( 1 + (2k-1+1) \frac{1}{2k} \right) \\ &= \frac{1}{k}\left ( 1 + \frac{1}{2k} \right)^{2k-2} \end{align*}
  5. Therefore as \(k \to \infty\) \begin{align*} \frac{\mathbb{E}(\text{Zen score})}{\mathbb{E}(\text{Ali score}) } &= \frac{1}{k}\left ( 1 + \frac{1}{2k} \right)^{2k-2} \big / \frac{2k}{(k+1)^2} \\ &= \frac{(k+1)^2}{2k^2} \cdot \left ( 1 + \frac{1}{2k} \right)^{2k} \cdot \left ( 1 + \frac{1}{2k} \right)^{-2} \\ &\to \frac12 e \approx 2.7/2 = 1.35 \end{align*} ie Zen's expected earnings are \(\approx 35\%\) more.

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2012 Paper 2 Q8
D: 1600.0 B: 1485.7
sequences recurrence relation inequality strictly increasing sequence algebraic manipulation second order recurrence quadratic recurrence

The positive numbers \(\alpha\), \(\beta\) and \(q\) satisfy \(\beta-\alpha >q\). Show that \[ \frac{\alpha^2+\beta^2 -q^2}{\alpha\beta}-2> 0\,. \] The sequence \(u_0\), \(u_1\), \(\ldots\) is defined by \(u_0=\alpha\), \(u_1=\beta\) and \[ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ u_{n+1} = \frac {u_{n}^2 -q^2}{u_{n-1}} \ \ \ \ \ \ \ \ \ \ \ (n\ge1), \] where \(\alpha\), \(\beta\) and \(q\) are given positive numbers (and \(\alpha\) and \(\beta\) are such that no term in the sequence is zero). Prove that \(u_n(u_n+u_{n+2}) = u_{n+1}(u_{n-1}+u_{n+1})\,\). Prove also that \[ u_{n+1} -pu_n + u_{n-1}=0 \] for some number \(p\) which you should express in terms of \(\alpha\), \(\beta\) and \(q\). Hence, or otherwise, show that if \(\beta> \alpha+q\), the sequence is strictly increasing (that is, \(u_{n+1}-u_n > 0\) for all \(n\)). Comment on the case \(\beta =\alpha +q\).

Solution: \begin{align*} && \beta - \alpha &> q \\ \Rightarrow &&(\beta - \alpha)^2 &> q^2 \\ \Rightarrow && \beta^2 +\alpha^2 - 2\beta \alpha &> q^2 \\ \Rightarrow && \alpha^2+\beta^2-q^2 -2 \beta \alpha &> 0 \\ \Rightarrow && \frac{\alpha^2+\beta^2-q^2}{\alpha\beta} - 2 &> 0 \end{align*} \begin{align*} && u_n(u_n+u_{n+2}) &= u_n \cdot \left (u_n + \frac {u_{n+1}^2 -q^2}{u_{n}}\right) \\ &&&= u_n^2 + u_{n+1}^2-q^2 \\ &&&= u_n^2 + u_{n+1}^2 - (u_n^2-u_{n-1}u_{n+1}) \\ &&&= u_{n+1}^2 + u_{n+1}u_{n-1} \\ &&&= u_{n+1}(u_{n-1}+u_{n+1}) \\ \\ && u_{n+1}-pu_n+u_{n-1} &= -pu_n+\frac{u_{n}(u_{n-2}+u_n)}{u_{n-1}} \\ &&&= \frac{u_n(u_{n}-pu_{n-1}+u_{n-2})}{u_{n-1}} \end{align*} Therefore if \(u_2 -pu_1 + u_0 = 0\) it is always zero, ie if \begin{align*} && u_2 &= p\beta - \alpha \\ && u_2 &= \frac{\beta^2-q^2}{\alpha} \\ \Rightarrow && \frac{\beta^2-q^2}{\alpha} &= p\beta - \alpha \\ \Rightarrow && p &= \frac{\alpha^2+\beta^2-q^2}{\alpha\beta} \end{align*} If \(\beta > \alpha + q\) we must have that \(p > 2\), and so \(u_{n+1}-u_n = (p-1)u_n - u_{n-1} > u_n-u_{n-1} > 0\), therefore the sequence is strictly increasing. If \(\beta = \alpha + q\) the sequence follows \(u_{n+1} - 2u_n + u_{n-1} =0\) and so \(u_{n+1}-u_n = u_n - u_{n-1}\) for all \(n\) (which is still increasing - it's an arithmetic progression with common difference \(\beta - \alpha\)).

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