Probability of Binomial twice of Geometric
I've come up with an interesting result:
Let X be the amount of failures of Bernoulli(p) until we get (p).
Turns out:
I found it using the Taylor expansion of , where the coefficient of turns out to be .
I would like to see a probabilistic proof of this result.
Explanation of the process in words:
Roll a die with probability p of getting "X". Each time that we don't get "X", toss 2 balanced coins and accumulate the number of heads and tails. When you get "X", check if you got the same amount of heads and tails.
Programmatic explanation:
Example:
If we succeed immediately (with probability p), , and , thus , thus contributing p to the conditional sum, , and everything is alright.