3.4.4 A coin is tossed repeatedly until two successive heads appear. Find the mean number of tosses...

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3.4.4 A coin is tossed repeatedly until two successive heads appear. Find the mean number of tosses required.

Hint: Let Xn be the cumulative number of successive heads. The state space is 0;1; 2, and the transition probability matrix is

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Determine the mean time to reach state 2 starting from state 0 by invoking a first step analysis.

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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