We flip a coin n times and calculate the number of heads. for the obtained number of heads of the previous n tosses we will toss the coin again. what is the expected value of heads in this tossing process?
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1$\begingroup$ What have you tried? Where have you gotten stuck? $\endgroup$ – WaveX Oct 6 '18 at 6:16
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$\begingroup$ How we can calculate this expected value after tossing for the obtained number of heads of the previous n tosses? $\endgroup$ – lighting Oct 6 '18 at 6:21
Let $H_1$ be the number of head in the first $n$ tosses, and $H_2$ be the number of head in the second. We are looking to compute $E(T)$, where $T=H_1 + H_2$. Note that $E (T)=E(H_1)+E(H_2)$. $E(H_1)$ is simply $n*0.5 = n/2$. To compute $H_2$, we will use the law of total expectation, \begin{align} E(H_2) = E(E(H_2|H_1)) &=\sum_{i=0}^n E(H_2|H_1=i)P(H_1=i) \\ &= \sum_{i=0}^n i/2 \binom{n}{i}(0.5)^n \\ &= (0.5)^{n+1}n2^{n-1}\\ &= n/4 \end{align} Thus, $E(T)=n/2+n/4 = 3n/4$
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1$\begingroup$ +1 More concise: $\mathbb E[\mathbb E[H_2\mid H_1]]=\mathbb E\frac12H_1=\frac14n$ $\endgroup$ – drhab Oct 6 '18 at 8:03