The following are answers to problems from Homework 6 that are not in the

solutions at the back of the book.

3.58 a) If we flip a coin two times, let E be the event that the outcome is HT and let F be the
event that the outcome is T H. The procedure outlined is to do repeated (independent)
trials until either the event E or F occurs. As I showed in class (similar to homework
problem 2.25), the probability that the event E occurs before F is equal to
P (E | E F ) =

P (E)
P (E)
=
.
P (E F )
P (E) + P (F )

Since P (E) = p(1 p) and P (F ) = (1 p)p, we see that P (E | E F ) = 1/2.

b) The simplified procedure does not generate a H/T with equal probability. If the very
first flip is H, then it is certain that the first time there is a difference it will be with
the flip of a T and so the probability that T will be recorded is the probability that the
first flip is an H which is p 6= 1/2.
TE 3.6
P (E1 E2 En ) = 1 P (E1c E2c Enc )
= 1 P (E1c )P (E2c ) P (Enc )
= 1 (1 P (E1 ))(1 P (E2 )) (1 P (En ))
Note: In the second equality, we used that the events E1c , E2c , . . . , Enc were independent,
but the problem stated that the events E1 , E2 , . . . , En were independent. However, it is
not hard to show that if a collection of sets are independent then their complements are
also independent (see Proposition 4.1 and the proof on page 76 in the book).
TE 3.9 First note that
P (A) = 1/2,

P (B) = 1/2,

P (C) = 1/2.

Then,
P (A B) = P (A C) = P (B C) = P (both heads) = 1/4,
so the events A, B, and C are pairwise independent. However,
P (A B C) = P (both heads) = 1/4 6= P (A)P (B)P (C),
so the events A, B, and C are not independent.
4.22 Let N be the number of games played.
a) Stopping when one team wins 2 games, we have
P (N = 2) = p2 + (1 p)2 = 1 2p(1 p)

and P (N = 3) = 2p(1 p),

so that E[N ] = 2 + 2p(1 p).

b) Stopping when one team wins 3 games, we have
P (N = 3) = p3 + (1 p)3 ,

P (N = 4) = 3p3 (1 p) + 3p(1 p)3 ,

P (N = 5) = 6p3 (1 p)2 + 6p2 (1 p)3

and thus
E[N ] = p3 (3 + 12(1 p) + 30(1 p)2 ) + (1 p)3 (3 + 12p + 30p2 )
= 6p4 12p3 + 3p2 + 3p + 3.
It is an exercise in calculus to show that in both part a) and b) that E[N ] is maximized
when p = 1/2.