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Quant版 - About flipping coins
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发帖数: 331
1
Suppose that you toss a fair coin for N times. You will have a series like "
hthththhhhhttt...".
In this series V, if v(i)=v(i+1)=...v(i+n) AND v(i-m)=...=v(i-2)=v(i-1)!= v(
i) it is called the a "run". Let's use R to define the number of runs. For
example, for "HHHHTTTHHH", R=2.
Now, what is E(R) and Var(R)? Show the proof.
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