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A biased coin is tossed repeatedly. Let the probability that heads appear on any one toss be p, where 0 < p < 1. Suppose
A biased coin is tossed repeatedly. Let the probability that heads appear on any one toss be p,
where 0 < p < 1. Suppose that heads appear for the first time after X tosses and tails appear for
the first time after Y tosses.
You may assume that all coin tosses are independent. (You may also assume, if you like, that
the experiment terminates as soon as heads and tails have both been observed.)
(a) Find the joint PMF of X and Y .
(b) What is P(X Y )?
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