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Quant版 - 一道硬币题. 望指教.
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l****2
发帖数: 7
1
Suppose I have 2 coins. One flips heads with probability p and the other
flips heads with probability q.
What is the expected number of simultaneous flips to accumulate N heads on
each coin.
祝大家都有好offer~~ 先谢了~
a****o
发帖数: 298
2
N/pq?
w*****e
发帖数: 197
3
这个题目好像willmot上面讨论过
就是E( max( N_p, N_q ) )
答案好像不是很精简

【在 l****2 的大作中提到】
: Suppose I have 2 coins. One flips heads with probability p and the other
: flips heads with probability q.
: What is the expected number of simultaneous flips to accumulate N heads on
: each coin.
: 祝大家都有好offer~~ 先谢了~

1 (共1页)
进入Quant版参与讨论
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