Question: Show that 0 a i 1, i = 1, 2, ...., then Suppose that an infinite number of coins are to be flipped.

Show that 0 ≤ ai ≤ 1, i = 1, 2, ....,  then

E= 1 [:I} =; (1 a,)] + I" = 1 (1 a;)


Suppose that an infinite number of coins are to be flipped. Let ai be the probability that the ith coin lands on heads, and consider when the first head occurs.

E= 1 [:I} =; (1 a,)] + I" = 1 (1 a;) = 1 %3D %3D

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