Let E be the event of an even number of successes. u_n:Probability of E occurring at the nth trial not necessarily for the first time. f_n:Probability of E occurring at the nth trial for the first time. Let U(x) and F(x) be the corresponding probability generating functions and from that we have the equation U(x)=1/(1-F(x))

nyle2k8431

nyle2k8431

Answered question

2022-11-10

Let E be the event of an even number of successes.
u n : Probability of E occurring at the nth trial not necessarily for the first time
f n : Probability of E occurring at the nth trial for the first time
Let U(x) and F(x) be the corresponding probability generating functions and from that we have the equation
U ( x ) = 1 / ( 1 F ( x ) )

Answer & Explanation

apopihvj

apopihvj

Beginner2022-11-11Added 20 answers

Step 1
Here's a way to do by using a Markov chain: A = ( q p 0 0 q p q p 0 )
Answer will be the third column of the first row in An, and the generating function for all entries can be obtained directly from the matrix by computing ( I x A ) 1
Step 2
Thus, the gf for the required entry is:
G ( x ) = p 2 x 2 ( p 2 q 2 ) x 2 + 2 q x 1
and by partial fractions, G ( x ) = p 2 q p + p 2 ( 1 1 x 1 ( q p ) ( 1 ( q p ) x ) )
Hence, the solution for u n is given by [ x n ], which is
u n = p 2 ( 1 ( q p ) n 1 )
ajakanvao

ajakanvao

Beginner2022-11-12Added 4 answers

Step 1
Let u n be the probability that n Bernoulli trials result in an even number of successes. This occurs if an initial failure is followed by an even number of successes, or an initial success is followed by an odd number of successes. Therefore u 0 = 1 and for n 1
u n = q u n 1 + p ( 1 u n 1 ) .
Multiplying by s n and adding over n we see that the generating function satisfies
U ( s ) = 1 + q s U ( s ) + p s ( 1 s ) 1 p s U ( s )
or
2 U ( s ) = [ 1 s ] 1 + [ 1 ( q p ) s ] 1 .
Expanding the right hand side using geometric series we find that the coefficients satisfy u n = 1 2 + ( q p ) n 2 .

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