Three first-head times in weakly increasing order
Question
Ty, Guy and Psy each toss their own fair coin until it first lands heads; let , and be the respective numbers of tosses. Find .
Short answer
. The three are i.i.d. . Summing the joint pmf, , then , and finally .
Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.
See the hint and the full worked solution in the question bank (free account).
Open the worked solutionLessons behind this question
- Random Variables and Probability Mass Functions
- Continuous Random Variables and Probability Density Functions
- Cumulative Distribution Functions
Start with a free lesson: Normal Distribution is part of a free topic. Create a free account, no card needed, to read it in full with worked solutions.
Read it free