You have an (extremely) biased coin that shows heads with 99% probability and tails with 1% probability.
If you toss it 100 times, what is the expected number of times heads will come up?
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Let X be the number of heads obtained after tossing the coin 100 times. Then X has a binomial distribution. That is, if there were n Bernoulli trials, with the probability of success being p , then the probability of r successes is given by:
P ( X = r ) = ( r n ) p r ( 1 − p ) n − r
The expected value of X in a binomial distribution is given by n p . In the problem, there are 1 0 0 trials: n = 1 0 0 , and the probability of success is p = 1 0 0 9 9 .
Therefore the expected value of X is E ( X ) = 1 0 0 × 1 0 0 9 9 = 9 9 □
To see the proof that E ( X ) = n p , click here