Biased coin maximising one run of exactly two heads
Question
You may choose the heads probability of a coin, which is then tossed times. You want to maximise the probability that the sequence contains a block of exactly two heads in a row, with no run of three or more heads. So and qualify, while and do not. The optimal has the form with integers and as small as possible. Find .
Short answer
. The qualifying patterns are , and , which together have probability . Its derivative vanishes inside at , so .
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Open the worked solutionLessons behind this question
- Random Variables and Probability Mass Functions
- Maximum Likelihood Estimation: Score and Log-Likelihood
- Bias, Variance, and Mean Squared Error
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