Vinay and Mahesh alternate playing at the casino table. (Vinay starts and plays at odd times i = 1,3, ... ; Mahesh plays at even times i the net gain of whoever is playing is a random variable G; with the following PMF: 2,4, ...) At each time i, 1 3' g = -2 1 PG(g) = 2' g = 1 %3| 1 6' g = 3 0, otherwise Assume that the net gains at different times are independent. We refer to an outcome of -2 as a "loss." a. They keep gambling until the first time where a loss by Mahesh immediately follows a loss by Vinay. Write down the PMF of the total number of rounds played. (A round consists of two plays, one by Vinay and then one by Mahesh.) b. Write down the PMF for Z (number of trials), defined as the time at which Mahesh has his third loss. c. Let N be the number of rounds until each one of them has won at least once. Find E[N].

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Vinay and Mahesh alternate playing at the casino table. (Vinay starts and plays at
odd times i = 1,3, ... ; Mahesh plays at even times i =
the net gain of whoever is playing is a random variable G; with the following PMF:
2,4, ..) At each time i,
1
g = -2
3'
1
PG(g) =
g = 1
g = 3
6'
0,
otherwise
Assume that the net gains at different times are independent. We refer to an
outcome of-2 as a "loss."
a. They keep gambling until the first time where a loss by Mahesh
immediately follows a loss by Vinay. Write down the PMF of the total
number of rounds played. (A round consists of two plays, one by Vinay and
then one by Mahesh.)
b. Write down the PMF for Z (number of trials), defined as the time at which
Mahesh has his third loss.
c. Let N be the number of rounds until each one of them has won at least
once. Find E[N].
Transcribed Image Text:Vinay and Mahesh alternate playing at the casino table. (Vinay starts and plays at odd times i = 1,3, ... ; Mahesh plays at even times i = the net gain of whoever is playing is a random variable G; with the following PMF: 2,4, ..) At each time i, 1 g = -2 3' 1 PG(g) = g = 1 g = 3 6' 0, otherwise Assume that the net gains at different times are independent. We refer to an outcome of-2 as a "loss." a. They keep gambling until the first time where a loss by Mahesh immediately follows a loss by Vinay. Write down the PMF of the total number of rounds played. (A round consists of two plays, one by Vinay and then one by Mahesh.) b. Write down the PMF for Z (number of trials), defined as the time at which Mahesh has his third loss. c. Let N be the number of rounds until each one of them has won at least once. Find E[N].
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