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Quant版 - A probability question
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1 (共1页)
t*****e
发帖数: 53
1
This is an old problem. But I didn't figure out how to do it. So, 请大侠们
give a detail how to solve it, not just the answer.
Keep tossing one coin until either HHHT or HTHT shows up, What is the
probability of having HHHT
I am CS major, so, if you could provide some background material, thats
would be even more appreciated.
z****i
发帖数: 406
2
don't know whether I'm thinking it correct...
the probability is the same as that of having HH before HT, which is just 1/
2.
don't know whether there is a general method for this kind of problems,
waiting for big niu...
a****9
发帖数: 418
3
其实我贴过一次这个书了 呵呵
S.M.Ross
Renewal Process那章
有一组特定的公式求类似问题

【在 t*****e 的大作中提到】
: This is an old problem. But I didn't figure out how to do it. So, 请大侠们
: give a detail how to solve it, not just the answer.
: Keep tossing one coin until either HHHT or HTHT shows up, What is the
: probability of having HHHT
: I am CS major, so, if you could provide some background material, thats
: would be even more appreciated.

p*****k
发帖数: 318
4
a similar question was just discussed here:
http://www.mitbbs.com/article_t/Quant/31230215.html
besides the reference apc999 gave, here is a nice thread by chopinor
discussing the martingale approach using "gambling teams":
http://www.mitbbs.com/article/Quant/31225013_3.html
1 (共1页)
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