A coin with probability p of Heads is flipped n times. The sequence of outcomes can be

Chapter 4, Problem 48

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A coin with probability p of Heads is flipped n times. The sequence of outcomes can be divided into runs (blocks of Hs or blocks of Ts), e.g., HHHTTHTTTH becomes HHH T T H TTTT H , which has 5 runs. Find the expected number of runs. Hint: Start by finding the expected number of tosses (other than the first) where the outcome is dierent from the previous one.

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