[機統] 期望值 - 中正電機所消失

看板Math作者時間9年前 (2017/01/01 23:01), 編輯推噓0(003)
留言3則, 2人參與, 最新討論串1/3 (看更多)
題目 : Independent trials , each of which is a success with probability p , are performed until there are 3 consecutive successes. What is the mean number of necessary trials. 解答 : 令Nk為連續k次成功所須試驗的平均次數 以下Nk、Nk-1、No的k、k-1、o 均為N的下標 Nk = Nk-1 + 1 + (1-p)Nk 且 No = 0 故 N1 = No + 1 + (1-p)N1 => N1 = 1/p 故 N2 = N1 + 1 + (1-p)N2 => N2 = (1/p) + (1/p^2) 故 N3 = N2 + 1 + (1-p)N2 => N3 = (1/p) + (1/p^2) + (1/p^3) ------------------------------------------------------------------------- 想請問一下 Nk = Nk-1 + 1 + (1-p)Nk 這一項怎麼來的呢 感謝!! -- ※ 發信站: 批踢踢實業坊(ptt.cc), 來自: 122.117.20.24 ※ 文章網址: https://www.ptt.cc/bbs/Math/M.1483282914.A.299.html

01/01 23:49, , 1F
可以用indicator function來解釋
01/01 23:49, 1F

01/01 23:54, , 2F
從Nk-1再丟一次確定到, 若是失敗從0開始所以(1-p)Nk
01/01 23:54, 2F

01/02 00:14, , 3F
感謝您高手 但是還是有點不太能理解
01/02 00:14, 3F
文章代碼(AID): #1OQHdYAP (Math)
文章代碼(AID): #1OQHdYAP (Math)