When a coin is tossed, the probability of getting a Head is p, 0 < p < 1. Let…

2006

When a coin is tossed, the probability of getting a Head is p, 0 < p < 1. Let N be the random variable denoting the number of tosses till the first Head appears, including the toss where the Head appears. Assuming that successive tosses are independent, the expected value of N is

  1. A.

    1/p

  2. B.

    1/(1−p)

  3. C.

    1/p^2

  4. D.

    1/(1-p^2)

Attempted by 2 students.

Show answer & explanation

Correct answer: A

Answer: 1/p

Reasoning: N is the number of tosses until the first Head. The probability that the first Head occurs on the k-th toss is (1 − p)^{k−1} p for k = 1, 2, 3, ....

  1. Write the expectation as a series: E[N] = sum_{k=1}^∞ k (1 − p)^{k−1} p.

  2. Let r = 1 − p. Use the known series identity sum_{k=1}^∞ k r^{k−1} = 1/(1 − r)^2 for |r| < 1.

  3. Substitute r = 1 − p to get E[N] = p * 1/(1 − (1 − p))^2 = p * 1/p^2 = 1/p.

Thus the expected number of tosses until the first Head is 1/p.

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