Markov chain return time to a bad bagel
Question
Bagels come off a production line one after another, each either good or bad. After a good bagel, the next is good with probability ; after a bad bagel, the next is bad with probability . The current bagel is bad. What is the expected number of further bagels that come off the line up to and including the next bad one?
Short answer
. With probability the very next bagel is bad. Otherwise it is good, and from a good bagel each step turns bad with probability , a geometric wait of mean . So the answer is (equivalently, with stationary probability ).
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Open the worked solutionLessons behind this question
- Expectation, Mean, and Variance
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
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