You flip a coin of unknown bias, and it lands heads. There is a probability that the coin lands heads on the second flip. Find A+B
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Start with an integer N that goes to infinity. The possible probabilities of heads are N 1 , N 2 , ... N N . Now, by conditional probability, the probability of a given N M for heads is 2 N ( N + 1 ) N M , or N ( N + 1 ) 2 M Given that it already landed heads, the probability that the coin lands heads again with a particular N M bias is N ( N + 1 ) 2 M × N M = N 2 ( N + 1 ) 2 M 2
Taking into account all values of M≤N, we find N 2 ( N + 1 ) 2 ( 1 2 + 2 2 + 3 2 + . . . N 2 )
The sum of squares from 1 to N is given by the formula 6 N ( N + 1 ) ( 2 N + 1 )
Plugging the formula into the previous obtains N 2 ( N + 1 ) 2 ( 6 N ( N + 1 ) ( 2 N + 1 ) )
Simplifying and then expanding yields 3 N 2 N + 1 = 3 2 + 3 N 1
As N goes to infinity, the fraction tends to 3 2 , So A=2 and B=3
A+B= 5