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a funny mistake

While watching the early morning activity in Tofino inlet from my rental desk, I was looking at a recent fivethirthyeight Riddle, which consisted in finding the probability of stopping a coin game which rule was to wait for the n consecutive heads if (n-1) consecutive heads had failed to happen when requested, which is

p+(1-p)p²+(1-p)(1-p²)p³+…

or

q=\sum_{k=1}^\infty p^k \prod_{j=1}^{k-1}(1-p^j)

While the above can write as

q=\sum_{k=1}^\infty \{1-(1-p^k)\} \prod_{j=1}^{k-1}(1-p^j)

or

\sum_{k=1}^\infty \prod_{j=1}^{k-1}(1-p^j)-\prod_{j=1}^{k}(1-p^j)

hence suggesting

q=\sum_{k=1}^\infty \prod_{j=1}^{k-1}(1-p^j) - \sum_{k=2}^\infty \prod_{j=1}^{k-1}(1-p^j) =1

the answer is (obviously) false and the mistake in separating the series into a difference of series is that both terms are infinite. The correct answer is actually

q=1-\prod_{j=1}^{\infty}(1-p^j)

which is Euler’s function. Maybe nonstandard analysis can apply to go directly from the difference of the infinite series to the answer!

This entry was posted on August 20, 2018 at 12:18 am and is filed under Statistics with tags , , , , , , , , , , , . You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

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