收益取决于第一次出现反面前一共抛了多少次。因为收益为 min(64,2n),当 n≥6 时收益封顶为 64 美元;少于 6 次时收益为 2n。
因此可把期望收益拆成两部分:
- 第一次反面出现在第 1 到第 6 次。
- 第一次反面出现在第 7 次或之后。
前 6 次的贡献为
i=1∑6P(第 i 次首次出现反面)⋅2i=i=1∑62i1⋅2i=6.
第 7 次及之后的贡献为
i=7∑∞P(第 i 次首次出现反面)⋅64=i=7∑∞2i64=1.
所以总期望收益为
6+1=7.
因此,塞缪尔的期望收益是 7 美元。
Original Explanation
Based on the problem description, we know that the expected payoff that Samuel will receive is dependent upon the number of times he flips a coin before observing a tails. Since he will receive min(64,2n) dollars, we know that Samuel will receive $64 as long as he flips the coin 6 or more times. Anything less than 6 flips, would result in a payoff less than $64.
With this observation, we split our expected payoff calculation by considering:
- The payoff if Samuel flips the coin 6 or fewer times along with the probability of this event.
- The payoff if Samuel flips the coin 7 or more times along with the probability of this event.
E(P)=P(≤6 flips)×Payoff(≤6 flips)+P(≥7 flips)×Payoff(≥7 flips)
The payoff from flipping the coin 6 or fewer times can be calculated as:
i=1∑6P(First tails observed on ith flip)×Payoff on ith flip=i=1∑62i1×2i=21×2+41×4+...+61×6=6×1=6
Now we can calculate the the payoff from flipping the coin 7 or more times as:
i=7∑∞P(First tails observed on ith flip)×Payoff on ith flip=i=7∑∞2i1×64=271×26+281×26+...+2∞1×26=21+41+...+∞1=1
Putting these two pieces together, we get that the expected payoff from playing this game is 6 + 1 = 7 dollars.