Question

Observe independent flips of a fair coin until heads occurs twice. Let $X_{1}$ equal the number of flips up to and including the first H. Let $X_{2}$ equal the number of additional flips up to and including the second H. Let $Y=X_{1}-X_{2}$. Find E[Y] and Var[Y]. Hint: Don't try to find $P_{Y}(y)$.

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Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers

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Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers

3rd EditionDavid Goodman, Roy D. Yates
465 solutions

Probability and Stochastic Processes

2nd EditionDavid Goodman, Roy D. Yates
288 solutions