Check your intuition

Suppose Charlotte and Beatrice play a coin-flipping game with biased coins. The game iterates as per this rule:

Start at step 1. At step n, flip a coin with 1 2 n + 2 \frac{1}{2^n+2} probability of coming up heads and 2 n + 1 2 n + 2 \frac{2^n+1}{2^n+2} probability coming up of tails. If heads comes out, Beatrice wins. Else, proceed to step n+1.

What is the probability that Beatrice wins?

1 0 0.5 0.25

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1 solution

Maggie Miller
Jul 18, 2015

It's easier to calculate the probability that Beatrice doesn't win.

Beatrice loses when the coin always comes up tails. This happens with probability n = 1 2 n + 1 2 n + 2 \prod_{n=1}^{\infty}\frac{2^n+1}{2^n+2} . We claim this infinite product converges to 1 2 \frac{1}{2} .

Proof. We proceed by induction on partial sums to show that n = 1 k 2 n + 1 2 n + 2 = 1 2 k + 1 + 1 2 . \prod_{n=1}^k\frac{2^n+1}{2^n+2}=\frac{1}{2^{k+1}}+\frac{1}{2}.

This holds when k = 1 k=1 , since 2 1 + 1 2 1 + 2 = 3 4 = 1 2 2 + 1 2 \frac{2^1+1}{2^1+2}=\frac{3}{4}=\frac{1}{2^2}+\frac{1}{2} . Assume the claim holds when k = m k=m . Then n = 1 m + 1 2 n + 1 2 n + 2 = ( 1 2 m + 1 + 1 2 ) 2 m + 1 + 1 2 m + 1 + 2 \prod_{n=1}^{m+1}\frac{2^n+1}{2^n+2}=\left(\frac{1}{2^{m+1}}+\frac{1}{2}\right)\cdot\frac{2^{m+1}+1}{2^{m+1}+2} = ( 2 m + 1 + 2 ) ( 1 2 + 1 2 m + 2 ) 2 m + 1 + 2 = 1 2 m + 2 + 1 2 , =\frac{(2^{m+1}+2)(\frac{1}{2}+\frac{1}{2^{m+2}})}{2^{m+1}+2}=\frac{1}{2^{m+2}}+\frac{1}{2}, so the claim holds by induction. Then n = 1 2 n + 1 2 n + 2 = lim k 1 2 k + 1 + 1 2 = 1 2 . \prod_{n=1}^{\infty}\frac{2^n+1}{2^n+2}=\lim_{k\to\infty}\frac{1}{2^{k+1}}+\frac{1}{2}=\frac{1}{2}. QED.

Thus, the probability that Beatrice doesn't win is 1 2 \frac{1}{2} , so the probability that Beatrice does win is 1 2 \boxed{\frac{1}{2}} .

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