Question

Suppose a fair coin is tossed repeatedly and independently until the pair HT occurs (i.e., a...

Suppose a fair coin is tossed repeatedly and independently until the pair HT occurs (i.e., a head followed by a tail). Let X be the number of trials required to obtain the ordered pair HT.

  • (a) Show that the probability mass function of X is given by p(x) = (x − 1)/2x. (Hint: Draw a tree and note that at stage x, for x ≥ 2, there are precisely x − 1 paths in which an H was obtained at stage x − 1.)
  • (b) Show that the moment-generating function of X is m(t) = e2t/(et − 2)2.

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