Variance of Coin Flips Until H

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If we flip a fair coin until we get heads, what is the variance of the number of flips to do this?



My attempt is:



$$E(flips):=Y=1times P(H)+(1+Y)times P(T)$$
$$Rightarrow Y=frac12+frac1+Y2$$
$$Rightarrow Y=2$$
I know this is correct. Now we attempt to compute:



$$E(flips^2):=X=1^2times P(H)+(sqrtX+1)^2times P(T)$$



$$Rightarrow X=frac12+frac(sqrtX+1)^22$$



$$Rightarrow X=2(2+sqrt 3)$$



I know the right answer is $E(flips^2)=6$, but I'm not sure how to solve it using this recursive strategy, as the above seemed most natural to me.*



*ie take the expected value $X$, square root it to get the number of flips (not squared), add one, then square it again.










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    If we flip a fair coin until we get heads, what is the variance of the number of flips to do this?



    My attempt is:



    $$E(flips):=Y=1times P(H)+(1+Y)times P(T)$$
    $$Rightarrow Y=frac12+frac1+Y2$$
    $$Rightarrow Y=2$$
    I know this is correct. Now we attempt to compute:



    $$E(flips^2):=X=1^2times P(H)+(sqrtX+1)^2times P(T)$$



    $$Rightarrow X=frac12+frac(sqrtX+1)^22$$



    $$Rightarrow X=2(2+sqrt 3)$$



    I know the right answer is $E(flips^2)=6$, but I'm not sure how to solve it using this recursive strategy, as the above seemed most natural to me.*



    *ie take the expected value $X$, square root it to get the number of flips (not squared), add one, then square it again.










    share|cite|improve this question







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      up vote
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      1
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      If we flip a fair coin until we get heads, what is the variance of the number of flips to do this?



      My attempt is:



      $$E(flips):=Y=1times P(H)+(1+Y)times P(T)$$
      $$Rightarrow Y=frac12+frac1+Y2$$
      $$Rightarrow Y=2$$
      I know this is correct. Now we attempt to compute:



      $$E(flips^2):=X=1^2times P(H)+(sqrtX+1)^2times P(T)$$



      $$Rightarrow X=frac12+frac(sqrtX+1)^22$$



      $$Rightarrow X=2(2+sqrt 3)$$



      I know the right answer is $E(flips^2)=6$, but I'm not sure how to solve it using this recursive strategy, as the above seemed most natural to me.*



      *ie take the expected value $X$, square root it to get the number of flips (not squared), add one, then square it again.










      share|cite|improve this question







      New contributor




      Dan is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      If we flip a fair coin until we get heads, what is the variance of the number of flips to do this?



      My attempt is:



      $$E(flips):=Y=1times P(H)+(1+Y)times P(T)$$
      $$Rightarrow Y=frac12+frac1+Y2$$
      $$Rightarrow Y=2$$
      I know this is correct. Now we attempt to compute:



      $$E(flips^2):=X=1^2times P(H)+(sqrtX+1)^2times P(T)$$



      $$Rightarrow X=frac12+frac(sqrtX+1)^22$$



      $$Rightarrow X=2(2+sqrt 3)$$



      I know the right answer is $E(flips^2)=6$, but I'm not sure how to solve it using this recursive strategy, as the above seemed most natural to me.*



      *ie take the expected value $X$, square root it to get the number of flips (not squared), add one, then square it again.







      variance expected-value






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          3 Answers
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          You are essentially using the Law of Total Expectation; see the accepted answer here for a review: https://math.stackexchange.com/questions/521609/finding-expected-value-with-recursion.



          Let $N$ be the number of flips required until the first heads appears, and let $H_1$ be the indicator of a heads on the first flip; i.e. $H_1 = 1$ if the first flip is heads and $H_1 = 0$ if it is tails. We will compute $E(N^2)$ using the Law of Total Expectation:
          $$E(N^2) = E(E(N^2 | H_1)).$$
          The conditional expectation $E(N^2 | H_1)$ is a random variable; in particular it is a function of $H_1$. Let's find its distribution. Conditional on $H_1 = 1$ (i.e. when the first flip is heads), the number of flips until heads appears will of course be one, so $E(N^2 | H_1 = 1) = 1^2$. Conditional on $H_1 = 0$ (when the first flip is tails), the number of flips until heads appears will be one more than in the unconditional case, hence the conditional expectation is $E(N^2 | H_1 = 0) = E((N + 1)^2) = E(N^2) + 2E(N) + 1$. Thus
          beginalign E(N^2) & = E(E(N^2 | H_1)) \
          & = 1^2 cdot frac12 + (E(N^2) + 2E(N) + 1)cdot 1/2 \
          & = frac12 + (E(N^2) + 2(2) + 1)cdot 1/2. \
          endalign

          Solving the equation, we find that $E(N^2) = 6$ and then $Var(N) = 6 - 2^2 = 2$.






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            Although this doesn't follow your recursive approach, you can use the geometric distribution's properties here.



            You have $X$, which I will refer to as $flips$ from now on, is distributed according to $Geometric(p=0.5)$.



            Recall the definition of Variance, $Var(flips)=E(flips^2) + [E(flips)]^2$



            where,
            $Var(flips)=frac1-pp^2$ and $E(flips)=frac1p$.



            Thus, $E(flips^2)=Var(flips) + [E(flips)]^2 = 2+4 = 6$.






            share|cite|improve this answer










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              The excellent answer by Gordon Honerkamp-Smith already answers your question, but I will give you an alternative derivation that goes directly to the distributional form. Let $N$ be the number of flips until the first head appears. This random variable has a geometric distribution:



              $$N sim textGeom(p = tfrac12).$$



              Using the known form for the variance of this distribution, you get:



              $$mathbbV(N) = frac1-pp^2 = frac1-tfrac12(tfrac12)^2 = fractfrac12tfrac14 = 2.$$






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                3 Answers
                3






                active

                oldest

                votes








                3 Answers
                3






                active

                oldest

                votes









                active

                oldest

                votes






                active

                oldest

                votes








                up vote
                3
                down vote



                accepted










                You are essentially using the Law of Total Expectation; see the accepted answer here for a review: https://math.stackexchange.com/questions/521609/finding-expected-value-with-recursion.



                Let $N$ be the number of flips required until the first heads appears, and let $H_1$ be the indicator of a heads on the first flip; i.e. $H_1 = 1$ if the first flip is heads and $H_1 = 0$ if it is tails. We will compute $E(N^2)$ using the Law of Total Expectation:
                $$E(N^2) = E(E(N^2 | H_1)).$$
                The conditional expectation $E(N^2 | H_1)$ is a random variable; in particular it is a function of $H_1$. Let's find its distribution. Conditional on $H_1 = 1$ (i.e. when the first flip is heads), the number of flips until heads appears will of course be one, so $E(N^2 | H_1 = 1) = 1^2$. Conditional on $H_1 = 0$ (when the first flip is tails), the number of flips until heads appears will be one more than in the unconditional case, hence the conditional expectation is $E(N^2 | H_1 = 0) = E((N + 1)^2) = E(N^2) + 2E(N) + 1$. Thus
                beginalign E(N^2) & = E(E(N^2 | H_1)) \
                & = 1^2 cdot frac12 + (E(N^2) + 2E(N) + 1)cdot 1/2 \
                & = frac12 + (E(N^2) + 2(2) + 1)cdot 1/2. \
                endalign

                Solving the equation, we find that $E(N^2) = 6$ and then $Var(N) = 6 - 2^2 = 2$.






                share|cite|improve this answer


























                  up vote
                  3
                  down vote



                  accepted










                  You are essentially using the Law of Total Expectation; see the accepted answer here for a review: https://math.stackexchange.com/questions/521609/finding-expected-value-with-recursion.



                  Let $N$ be the number of flips required until the first heads appears, and let $H_1$ be the indicator of a heads on the first flip; i.e. $H_1 = 1$ if the first flip is heads and $H_1 = 0$ if it is tails. We will compute $E(N^2)$ using the Law of Total Expectation:
                  $$E(N^2) = E(E(N^2 | H_1)).$$
                  The conditional expectation $E(N^2 | H_1)$ is a random variable; in particular it is a function of $H_1$. Let's find its distribution. Conditional on $H_1 = 1$ (i.e. when the first flip is heads), the number of flips until heads appears will of course be one, so $E(N^2 | H_1 = 1) = 1^2$. Conditional on $H_1 = 0$ (when the first flip is tails), the number of flips until heads appears will be one more than in the unconditional case, hence the conditional expectation is $E(N^2 | H_1 = 0) = E((N + 1)^2) = E(N^2) + 2E(N) + 1$. Thus
                  beginalign E(N^2) & = E(E(N^2 | H_1)) \
                  & = 1^2 cdot frac12 + (E(N^2) + 2E(N) + 1)cdot 1/2 \
                  & = frac12 + (E(N^2) + 2(2) + 1)cdot 1/2. \
                  endalign

                  Solving the equation, we find that $E(N^2) = 6$ and then $Var(N) = 6 - 2^2 = 2$.






                  share|cite|improve this answer
























                    up vote
                    3
                    down vote



                    accepted







                    up vote
                    3
                    down vote



                    accepted






                    You are essentially using the Law of Total Expectation; see the accepted answer here for a review: https://math.stackexchange.com/questions/521609/finding-expected-value-with-recursion.



                    Let $N$ be the number of flips required until the first heads appears, and let $H_1$ be the indicator of a heads on the first flip; i.e. $H_1 = 1$ if the first flip is heads and $H_1 = 0$ if it is tails. We will compute $E(N^2)$ using the Law of Total Expectation:
                    $$E(N^2) = E(E(N^2 | H_1)).$$
                    The conditional expectation $E(N^2 | H_1)$ is a random variable; in particular it is a function of $H_1$. Let's find its distribution. Conditional on $H_1 = 1$ (i.e. when the first flip is heads), the number of flips until heads appears will of course be one, so $E(N^2 | H_1 = 1) = 1^2$. Conditional on $H_1 = 0$ (when the first flip is tails), the number of flips until heads appears will be one more than in the unconditional case, hence the conditional expectation is $E(N^2 | H_1 = 0) = E((N + 1)^2) = E(N^2) + 2E(N) + 1$. Thus
                    beginalign E(N^2) & = E(E(N^2 | H_1)) \
                    & = 1^2 cdot frac12 + (E(N^2) + 2E(N) + 1)cdot 1/2 \
                    & = frac12 + (E(N^2) + 2(2) + 1)cdot 1/2. \
                    endalign

                    Solving the equation, we find that $E(N^2) = 6$ and then $Var(N) = 6 - 2^2 = 2$.






                    share|cite|improve this answer














                    You are essentially using the Law of Total Expectation; see the accepted answer here for a review: https://math.stackexchange.com/questions/521609/finding-expected-value-with-recursion.



                    Let $N$ be the number of flips required until the first heads appears, and let $H_1$ be the indicator of a heads on the first flip; i.e. $H_1 = 1$ if the first flip is heads and $H_1 = 0$ if it is tails. We will compute $E(N^2)$ using the Law of Total Expectation:
                    $$E(N^2) = E(E(N^2 | H_1)).$$
                    The conditional expectation $E(N^2 | H_1)$ is a random variable; in particular it is a function of $H_1$. Let's find its distribution. Conditional on $H_1 = 1$ (i.e. when the first flip is heads), the number of flips until heads appears will of course be one, so $E(N^2 | H_1 = 1) = 1^2$. Conditional on $H_1 = 0$ (when the first flip is tails), the number of flips until heads appears will be one more than in the unconditional case, hence the conditional expectation is $E(N^2 | H_1 = 0) = E((N + 1)^2) = E(N^2) + 2E(N) + 1$. Thus
                    beginalign E(N^2) & = E(E(N^2 | H_1)) \
                    & = 1^2 cdot frac12 + (E(N^2) + 2E(N) + 1)cdot 1/2 \
                    & = frac12 + (E(N^2) + 2(2) + 1)cdot 1/2. \
                    endalign

                    Solving the equation, we find that $E(N^2) = 6$ and then $Var(N) = 6 - 2^2 = 2$.







                    share|cite|improve this answer














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                    edited 1 hour ago

























                    answered 1 hour ago









                    Gordon Honerkamp-Smith

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                        up vote
                        1
                        down vote













                        Although this doesn't follow your recursive approach, you can use the geometric distribution's properties here.



                        You have $X$, which I will refer to as $flips$ from now on, is distributed according to $Geometric(p=0.5)$.



                        Recall the definition of Variance, $Var(flips)=E(flips^2) + [E(flips)]^2$



                        where,
                        $Var(flips)=frac1-pp^2$ and $E(flips)=frac1p$.



                        Thus, $E(flips^2)=Var(flips) + [E(flips)]^2 = 2+4 = 6$.






                        share|cite|improve this answer










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                        OUrista is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
                        Check out our Code of Conduct.





















                          up vote
                          1
                          down vote













                          Although this doesn't follow your recursive approach, you can use the geometric distribution's properties here.



                          You have $X$, which I will refer to as $flips$ from now on, is distributed according to $Geometric(p=0.5)$.



                          Recall the definition of Variance, $Var(flips)=E(flips^2) + [E(flips)]^2$



                          where,
                          $Var(flips)=frac1-pp^2$ and $E(flips)=frac1p$.



                          Thus, $E(flips^2)=Var(flips) + [E(flips)]^2 = 2+4 = 6$.






                          share|cite|improve this answer










                          New contributor




                          OUrista is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
                          Check out our Code of Conduct.



















                            up vote
                            1
                            down vote










                            up vote
                            1
                            down vote









                            Although this doesn't follow your recursive approach, you can use the geometric distribution's properties here.



                            You have $X$, which I will refer to as $flips$ from now on, is distributed according to $Geometric(p=0.5)$.



                            Recall the definition of Variance, $Var(flips)=E(flips^2) + [E(flips)]^2$



                            where,
                            $Var(flips)=frac1-pp^2$ and $E(flips)=frac1p$.



                            Thus, $E(flips^2)=Var(flips) + [E(flips)]^2 = 2+4 = 6$.






                            share|cite|improve this answer










                            New contributor




                            OUrista is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
                            Check out our Code of Conduct.









                            Although this doesn't follow your recursive approach, you can use the geometric distribution's properties here.



                            You have $X$, which I will refer to as $flips$ from now on, is distributed according to $Geometric(p=0.5)$.



                            Recall the definition of Variance, $Var(flips)=E(flips^2) + [E(flips)]^2$



                            where,
                            $Var(flips)=frac1-pp^2$ and $E(flips)=frac1p$.



                            Thus, $E(flips^2)=Var(flips) + [E(flips)]^2 = 2+4 = 6$.







                            share|cite|improve this answer










                            New contributor




                            OUrista is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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                            share|cite|improve this answer



                            share|cite|improve this answer








                            edited 58 mins ago





















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                            answered 1 hour ago









                            OUrista

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                                up vote
                                0
                                down vote













                                The excellent answer by Gordon Honerkamp-Smith already answers your question, but I will give you an alternative derivation that goes directly to the distributional form. Let $N$ be the number of flips until the first head appears. This random variable has a geometric distribution:



                                $$N sim textGeom(p = tfrac12).$$



                                Using the known form for the variance of this distribution, you get:



                                $$mathbbV(N) = frac1-pp^2 = frac1-tfrac12(tfrac12)^2 = fractfrac12tfrac14 = 2.$$






                                share|cite
























                                  up vote
                                  0
                                  down vote













                                  The excellent answer by Gordon Honerkamp-Smith already answers your question, but I will give you an alternative derivation that goes directly to the distributional form. Let $N$ be the number of flips until the first head appears. This random variable has a geometric distribution:



                                  $$N sim textGeom(p = tfrac12).$$



                                  Using the known form for the variance of this distribution, you get:



                                  $$mathbbV(N) = frac1-pp^2 = frac1-tfrac12(tfrac12)^2 = fractfrac12tfrac14 = 2.$$






                                  share|cite






















                                    up vote
                                    0
                                    down vote










                                    up vote
                                    0
                                    down vote









                                    The excellent answer by Gordon Honerkamp-Smith already answers your question, but I will give you an alternative derivation that goes directly to the distributional form. Let $N$ be the number of flips until the first head appears. This random variable has a geometric distribution:



                                    $$N sim textGeom(p = tfrac12).$$



                                    Using the known form for the variance of this distribution, you get:



                                    $$mathbbV(N) = frac1-pp^2 = frac1-tfrac12(tfrac12)^2 = fractfrac12tfrac14 = 2.$$






                                    share|cite












                                    The excellent answer by Gordon Honerkamp-Smith already answers your question, but I will give you an alternative derivation that goes directly to the distributional form. Let $N$ be the number of flips until the first head appears. This random variable has a geometric distribution:



                                    $$N sim textGeom(p = tfrac12).$$



                                    Using the known form for the variance of this distribution, you get:



                                    $$mathbbV(N) = frac1-pp^2 = frac1-tfrac12(tfrac12)^2 = fractfrac12tfrac14 = 2.$$







                                    share|cite












                                    share|cite



                                    share|cite










                                    answered 1 min ago









                                    Ben

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