Expected value.

Consider an archer whose probability of hitting a target increases with every attempt. Let P ( n ) P(n) be the probability of hitting the target on n n th attempt such that it is given by

{ P ( n ) = n N if n N P ( n ) = 1 if n > N \begin{cases} P(n) = \dfrac nN & \text{if } n \le N \\ P(n) = 1 & \text{if } n > N \end{cases}

where N N is a constant.

What are the expected number of attempts required to hit the target N N times?

3 N 2 \frac{3N}{2} 3 N 1 2 \frac{3N-1}{2} 3 N + 1 2 \frac{3N+1}{2} 4 N + 1 3 \frac{4N+1}{3} 4 N 1 3 \frac{4N-1}{3} 4 N 3 \frac{4N}{3}

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1 solution

Mark Hennings
Oct 6, 2020

If Z Z is the number of times the target is hit in the first N N arrows, then the required number of arrows is X = N + ( N Z ) = 2 N Z X = N + (N - Z) = 2N-Z , and so the expected number of arrows to hit the target N N times is E [ X ] = 2 N E [ Z ] \mathsf{E}[X] = 2N - \mathsf{E}[Z] .

Let Z j Z_j be the random variable that is equal to 1 1 if the j j th arrow hits its target, and 0 0 otherwise, for 1 j N 1 \le j \le N . Then Z = j = 1 N Z j Z \; = \; \sum_{j=1}^N Z_j and hence E [ Z ] = j = 1 N E [ Z j ] = j = 1 N P [ Z j = 1 ] = j = 1 N j N = 1 2 ( N + 1 ) \mathsf{E}[Z] \; =\; \sum_{j=1}^N \mathsf{E}[Z_j] \; =\;\sum_{j=1}^N P[Z_j = 1] \; =\; \sum_{j=1}^N \frac{j}{N} \; =\; \tfrac12(N+1) and hence E [ X ] = 2 N 1 2 ( N + 1 ) = 1 2 ( 3 N 1 ) \mathsf{E}[X] \; =\; 2N - \tfrac12(N+1) \; =\; \boxed{\tfrac12(3N-1)}

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