Amrita flips a biased coin repeatedly until she observes that both a head and a tail appear. The probability that a head will appear on a single flip is p, for 0 < p < 1. Find the probability mass function of N, the number of flips required to observe both a head and a tail. Hint: If N is the flip number that ends the experiment then that means that the N − 1 flips previous to flip N must all be the same as each other but different from the Nth flip. Also think about what the smallest value in the support of N must be. Finally remember that there are two cases: a sequence of tails followed by a head, or a sequence of head’s followed by a tail.

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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Amrita flips a biased coin repeatedly until she observes that both a head and a tail appear.
The probability that a head will appear on a single flip is p, for 0 < p < 1. Find the probability mass function of N, the number of flips required to observe both a head and a tail.


Hint: If N is the flip number that ends the experiment then that means that the N − 1 flips previous to flip N must all be the same as each other but different from the Nth flip. Also think about what the smallest value in the support of N must be. Finally remember that there are two cases: a sequence of tails followed by a head, or a sequence of head’s followed by a tail.

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