Question: 19. Alberto and Angela play backgammon regularly. The probability that Alberto wins a game depends on whether he won or lost the previous game. It
19. Alberto and Angela play backgammon regularly. The probability that Alberto wins a game depends on whether he won or lost the previous game. It is p for Alberto to win a game if he lost the previous game, and p to lose a game if he won the previous one.
(a) For n > 1, show that if Alberto wins the first game, the probability is 1
2
+
1 2
(1 − 2p)n that he will win the nth game.
(b) Find the expected value of the number of games Alberto will play between two consecutive wins.
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