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appears in first trials. Then conditioning on the outcome of the first toss yields
1
= (11 |1 = ) + (11 |1 = )
The expression (11 |1 = ) means the first toss come out to be a tail and no (H,H)
pattern in next (k-1) trials, which is the same as 1 (*)
Continue to condition on the second trial for the first term in expression,
1 1
= 2 [2 (11 |1 = , 2 = ) + 2 (11 |1 = , 2 = )] + 2 1
When 2, term (11 |1 = , 2 = ) will be zero since (H,H) pattern appears in the
first two tosses while 11 means no (H,H) pattern appears in first k tosses. Clearly, when
= 1, (11 |1 = , 2 = ) = 1; otherwise, (11 |1 = , 2 = ) = 0 (**)
Therefore, by (*) and (**) we have
1
1
1
= ( = 1) + 2 + 1
4
4
2
where ( = 1) means when = 1, the probability is equal to 1.
Since 1 = (11 1) and 0 = (11 0) mean no (H,H) pattern appears in first -1
trials and 0 trials respectively, its clear to have 1 = 1and 0 = 1.
Then by the sum formula for expectations, we have
=1
=1
=1
=1
1
1
1
1 1
1
(11 ) = = [ ( = 1) + 2 + 1 ] = + 2 + 1
4
4
2
4 4
2
=3
=2
1 1
1
= + (1 + 0 + 2 ) + (0 + 1 )
4 4
2
=1
=1
1 1
1
= + (1 + 1 + ) + (1 + )
4 4
2
=
1 1
1
+ (2 + (11 )) + (1 + (11 ))
4 4
2
Thus, (11 ) = 5.
As for (10 ), also let = (10 ) for 1, and 1 = 1, 0 = 1. Similarly, condition
on the first outcome of the first toss,
1
1
= (10 |1 = ) + (10 |1 = )
2
2
(10 |1 = ) = 1 since the result of the first toss is tail, and thus the probability is
equal to the probability of no (H,T) pattern in next ( 1) trials, the same as 1
Continue to condition on the second, third until toss, then
1 1
1
1
= [ (10 |1 = , 2 = ) + (10 |1 = , 2 = )] + 1
2 2
2
2
1
1
1
= (10 |1 = , 2 = ) + (10 |1 = , 2 = ) + 1
4
4
2
1
1
= (10 |1 = , 2 = , 3 = ) + (10 |1 = , 2 = , 3 = )
8
8
1
1
+ (10 |1 = , 2 = ) + 1
4
2
1
1
1
= (10 |1 = , 2 = = ) + (10 |1 = = ) + 1
2
2
2
=2
1 1
+
2 2 1
=1
=1
=1
=1
=2
1 1
1 1
1
(10 ) = = ( + 1 ) = + 1 = 1 + (0 + 1 )
2
2
2
2
2
1
1
= 1 + (1 + ) = 1 + (1 + (10 ))
2
2
=1
Thus (10 ) = 3.