Independent trials, each resulting in a success with probability p, are performed until k consecutive successful trials
Question:
Independent trials, each resulting in a success with probability p, are performed until k consecutive successful trials have occurred. Let X be the total number of successes in these trials, and let Pn = P(X = n).
(a) Find Pk.
(b) Derive a recursive equation for the Pn,n ≥ k, by imagining that the trials continue forever and conditioning on the time of the first failure.
(c) Verify your answer in part
(a) by solving the recursion for Pk.
(d) When p = 0.6, k = 3, find P8.
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