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.
variance expected-value
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up vote
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down vote
favorite
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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Dan is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
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up vote
1
down vote
favorite
up vote
1
down vote
favorite
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
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
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, $E(flips^2)=Var(flips) + [E(flips)]^2 = 2+4 = 6$.
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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 $Var(N) = 6 - 2^2 = 2$.
add a comment |Â
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 $Var(N) = 6 - 2^2 = 2$.
add a comment |Â
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 $Var(N) = 6 - 2^2 = 2$.
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 $Var(N) = 6 - 2^2 = 2$.
edited 1 hour ago
answered 1 hour ago
Gordon Honerkamp-Smith
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up vote
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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, $E(flips^2)=Var(flips) + [E(flips)]^2 = 2+4 = 6$.
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.
add a comment |Â
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, $E(flips^2)=Var(flips) + [E(flips)]^2 = 2+4 = 6$.
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.
add a comment |Â
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, $E(flips^2)=Var(flips) + [E(flips)]^2 = 2+4 = 6$.
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, $E(flips^2)=Var(flips) + [E(flips)]^2 = 2+4 = 6$.
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OUrista is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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edited 58 mins ago
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answered 1 hour ago
OUrista
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OUrista is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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add a comment |Â
add a comment |Â
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:
$$mathbbV(N) = frac1-pp^2 = frac1-tfrac12(tfrac12)^2 = fractfrac12tfrac14 = 2.$$
add a comment |Â
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:
$$mathbbV(N) = frac1-pp^2 = frac1-tfrac12(tfrac12)^2 = fractfrac12tfrac14 = 2.$$
add a comment |Â
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:
$$mathbbV(N) = frac1-pp^2 = frac1-tfrac12(tfrac12)^2 = fractfrac12tfrac14 = 2.$$
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:
$$mathbbV(N) = frac1-pp^2 = frac1-tfrac12(tfrac12)^2 = fractfrac12tfrac14 = 2.$$
answered 1 min ago
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Ben
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