1. Coin 1 comes up heads with probability 0.6 and coin 2 with probability 0.5.

A
coin is continually flipped until it comes up tails, at which time that coin is put
aside and we start flipped the other one.
(a) hat proportion of flips use coin 1!
(b) "f we start the process with coin 1 what is the probability that coin 2 is
used on the fifth flip!
2. #rials are performed in se$uence. "f the last two trials were successes, then the
ne%t trial is a success with probability 0.&' otherwise the ne%t trial is a success
with probability 0.5. "n the lon( run, what proportion of trials are successes!
). *or a series of dependent trials the probability of success on any trial is (+,1)-
(+,2) where + is e$ual to the number of successes on the pre.ious two trials.
Compute lim n /0success on the nth trial1.
2olutions3
1. "f the state at time n is the nth coin to be flipped then se$uence of consecuti.e
state constitute a two state 4ar+o. chain with transition probabilities
/
1,1
50.6516/
1,2
/
2,1
50.55/
2,2
(a) #he stationary probabilities satisfy
2 1 1
5 . 0 6 . 0 + =
1
2 1
= +
2ol.in( yields that
7
5
1
=
,
7
8
2
=
. 2o the proportion of flips that use
coin 1 is 5-7
(b)
8888 . 0
8
2 , 1
= P
2. 9et the state be 0 if the last two trials were both successes. 1 if the last trial was a
success and the one before it a failure. 2 if the last trial was a failure. #he
transition probability matri% of this 4ar+o. chain is
: 0.& 0 0.2 :
/5: 0.5 0 0.5 :
: 0 0.5 0.5 :
#his (i.es
11
5
0
=

11
2
1
=

11
8
2
=
. Conse$uently, the proportion of trials that
are successes is 0.&
11 - ; ) 1 ( 5 . 0
0 0
= +
.
<4ethod 2=
9et the state be 0 if the last two trials were both successes. 1 if the last trial was a
success and the one before it a failure. 2 if the last trial was a failure and the one
before it is a success. ) if the last two trials were both failure. #he transition
probability matri% of this 4ar+o. chain is
: 0.& 0 0.2 0 :
/5: 0.5 0 0.5 0 :
: 0 0.5 0 0.5 :
: 0 0.5 0 0.5:
#his (i.es
11
5
0
=

11
2
1
=

11
2
2
=

11
2
)
=
. Conse$uently, the proportion of
trials that are successes is 0.&
11 - ; ) 1 ( 5 . 0
0 0
= +
.
). #here are 8 states3 15success on last 2 trials'
25 success on last, failure on ne%t to last'
)5failure on last, success on ne%t to last'
85failure on last 2 trials.
#ransition probabilities are3
/
1,1
5)-8
,
/
1,)
51-8
/
2,1
52-)
,
/
2,)
51-)
/
),2
52-)
,
/
),8
51-)
/
8,2
51-2
,
/
8,8
51-2.
9imitin( probabilities are (i.en by
2 1 1
)
2
8
)
+ =
8 ) 2
2
1
)
2
+ =
2 1 )
)
1
8
1
+ =
8 ) 8
2
1
)
1
+ =
1
8 ) 2 1
= + + +
And the solution
2
1
1
=

16
)
2
=

16
)
)
=

&
1
8
=
>ence
16
11
2 1
= +