2. Each toss of a coin results in heads with probability p (> 0). If m(r )...

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2. Each toss of a coin results in heads with probability p (> 0). If m(r ) is the mean number of tosses up to and including the r th head, show that m(r ) = p



1 + m(r − 1)



+ (1 − p)



1 + m(r )



for r = 1, 2, . . . , with the convention that m(0) = 0. Solve this difference equation by the method described in Appendix B.

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Probability An Introduction

ISBN: 9780198709978

2nd Edition

Authors: Geoffrey Grimmett, Dominic Welsh

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