Question: Any programming language is OK + code +pp Exercise 2 (Course Notes, Exercise 4.8.6). The Bernoulli process is a stochastic process of repeatedly flipping a

Any programming language is OK + code

Any programming language is OK + code +pp Exercise 2 (Course Notes, +pp

Exercise 2 (Course Notes, Exercise 4.8.6). The Bernoulli process is a stochastic process of repeatedly flipping a coin. Suppose we use a fair coin in this exercise. A run is a sequence of trials in a row all coming up heads or all coming up tails. Let Mn be the random variable that counts the maximum length of any run of heads in n trials. For example, M1, 6(HTTHEITTHHHTTTTTH) = 3, corresponding to the run of three heads starting in position 8 What is the expected value and variance of Mn for 1 ? n-64? Find a good approximation using a computer simulation (giving exact formulas is not required)

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