A gambler is playing a slot machine. The results of plays are independent, the probability of winning
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A gambler is playing a slot machine. The results of plays are independent, the probability of winning in each play is p. Denote by Nk the number of the play when the kth win occurred, and by τk the number of plays between the (m−1)th and the mth including the latter.
(a) Find the conditional distribution and expectation of τ3 given N3 = n.
(b) Consider the case of an arbitrary k.
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Let q1p For k n and m 1nk1 PkmNkn PTkm Nkn PNkn Pqm1 mpqmk...View the full answer
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