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You and I play the following game: I toss a coin repeatedly. The coin is unfair and P(H) = p.The game ends the first time that two consecutive heads (HH) or two consecutive tails (TT) areobserved. I win if (HH) is observed and you win if (TT) is observed. Given that I won the game,find the probability that the first coin toss resulted in head

Question

You and I play the following game: I toss a coin repeatedly. The coin is unfair and P(H) = p.The game ends the first time that two consecutive heads (HH) or two consecutive tails (TT) areobserved. I win if (HH) is observed and you win if (TT) is observed. Given that I won the game,find the probability that the first coin toss resulted in head

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Solution

To solve this problem, we need to consider the possible sequences of coin tosses that could lead to a win for "I" (the person tossing the coin).

  1. The first possibility is that the first two tosses are heads (HH). The probability of this happening is p^2.

  2. The second possibility is that the first toss is a tail, the second is a head, and the third is a head (THH). The probability of this happening is (1-p)*p^2.

Given that "I" won the game, these are the only two possibilities for the sequence of coin tosses. Therefore, the probability that the first coin toss resulted in a head is the sum of the probabilities of these two sequences.

So, the probability that the first coin toss resulted in a head given that "I" won the game is p^2 / (p^2 + (1-p)*p^2).

Simplifying this expression gives us the final answer: 1 / (1 + (1-p)).

This problem has been solved

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