We define
- to be a Random variable following a Binomial Distribution.
- , i.e. the probability of being even.
Then . This is a Linear Difference Equation, which has general solution . Since , we get . Matching coefficients we get:
Hence
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We define
Then an+1=p(1−an)+(1−p)an=p+(1−2p)an. This is a Linear Difference Equation, which has general solution an=α+β(1−2p)n. Since p0=1, we get α+β=1. Matching coefficients we get:
an+1α+β(1−2p)n+1α+β(1−2p)n+1α00α=p+(1−2p)an=p+(1−2p)(α+β(1−2p)n)=p+α−2pα+β(1−2p)n+1=p+α−2pα=p−2pα=1−2α=21p=0Hence P[X≡20]=21+(1−2p)n