Let Xn be the number of successes in n independent Bernoulli trials, each with a success probability

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Let Xn be the number of successes in n independent Bernoulli trials, each with a success probability p, andimage text in transcribed

(i) Using the law of total probability and the partition {B1, B2} with B1 = {X1 = 0}, and B2 = {X1 = 1}, prove that the following recursion holds:
an = (1 − p)an−1 + p(1 − an−1), n = 2, 3,…
(ii) Show by induction that the numbers an, n = 1, 2,…, are given by an = 1 2 [1 + (1 − 2p)n], n = 1, 2,…
(iii) Using the result from (ii), deduce the combinatorial identityimage text in transcribed

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Introduction To Probability Volume 2

ISBN: 9781118123331

1st Edition

Authors: Narayanaswamy Balakrishnan, Markos V. Koutras, Konstadinos G. Politis

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