Q44 A biased coin shows heads with probability p (= 1- q). It is flipped repeatedly until the first time Wn by which it has shown n consecutive heads. Let E(s Wn) = Gn(s). Show that Gn = psGn-1/(1-qs Gn-1), and deduce that Gn(s) = (1-ps)p" sn 1-s+qpsn+1*

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Q44 A biased coin shows heads with probability p (= 1- q). It is flipped repeatedly until the first
time Wn by which it has shown n consecutive heads. Let E(sWn) = Gn(s). Show that Gn =
psGn-1/(1-qs Gn-1), and deduce that
Gn(s) =
(1-ps)p" sh
1-s+qpsn+1*
Transcribed Image Text:Q44 A biased coin shows heads with probability p (= 1- q). It is flipped repeatedly until the first time Wn by which it has shown n consecutive heads. Let E(sWn) = Gn(s). Show that Gn = psGn-1/(1-qs Gn-1), and deduce that Gn(s) = (1-ps)p" sh 1-s+qpsn+1*
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