Three geometric waits in strict increasing order
Question
Three players each toss their own fair coin until they get their first head. Let , and be the number of tosses the first, second and third player need, respectively. Compute .
Short answer
. With i.i.d. , sum the joint pmf over : the innermost sum gives , then summing over and finally over yields . (Equivalently, all three distinct has probability and each of the orders is equally likely.)
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Open the worked solutionLessons behind this question
- Random Variables and Probability Mass Functions
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
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