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Starting with $x_0 = 0$, suppose you do the following:, at the $n^{th}$ stepyou flip a fair coin: if it is heads then $x_n := x_{n-1} + 1$ and if it is tails then $x_n := x_{n-1} - 1$ for $n \geq 1.$ Let $p_n(m)$ be the probability that $x_n = m$ . Consider the following statements for $n \geq 1.$

  1. $p_{2n}(0) = p_{2n-1}(1)$.
  2. $p_{2n}(0) = \frac{p_{2n-1}(1) + p_{2n-1}(-1)}{2}$.
  3. $p_{2n-1}(0) = 0$.
  4. $p_{2n}(0) > p_{2n+1}(1)$.

Which of the following choices is true?

  1. Only i., ii. and iii. are true.
  2. The statements i., ii., iii., and iv. are true.
  3. Only i., and ii. are true.
  4. Only i. is true. 

1 Answer

3 3 votes

We start at position \(x_0 = 0\).
At each step, a fair coin is flipped:
Heads (\(H\)): move right → \(x_{i} = x_{i-1} + 1\)
Tails (\(T\)): move left → \(x_{i} = x_{i-1} - 1\)

Let \(k\) be the number of heads in \(n\) steps.  
Then, the number of tails is \(n - k\).  
So the total distance from initial position is:
\[
x_n = (+1) \cdot k + (-1) \cdot (n - k) = 2k - n.
\]

Now, to reach position \(m\) after \(n\) steps:
\[
2k - n = m \Rightarrow k = \frac{n + m}{2}.
\]
This has to be an integer; otherwise, we cannot reach position \(m\) at step \(n\), so in that case \(p_n(m) = 0\).

Otherwise, the probability is going to be:
\[
p_n(m) = \binom{n}{\frac{n + m}{2}} \left(\frac{1}{2}\right)^n.
\]

This is because (out of \(n\)) we can choose exactly \(\frac{n + m}{2}\) steps to be heads , and each step has equal probability (either a head or a tail).

 


 

\({\text{Statement (i): } p_{2n}(0) = p_{2n-1}(1)}\)

For \(p_{2n}(0)\):  

To be at position 0 after \(2n\) steps, we need \(k = \frac{2n + 0}{2} = n\) heads.  
So:
  \[
  p_{2n}(0) = \binom{2n}{n} \left(\frac{1}{2}\right)^{2n} = \frac{\binom{2n}{n}}{4^n}.
  \]

For \(p_{2n-1}(1)\):  
To be at position 1 after \(2n-1\) steps, we need \(k = \frac{2n - 1 + 1}{2} = n\) heads.  
So:
\[
  p_{2n-1}(1) = \binom{2n-1}{n} \left(\frac{1}{2}\right)^{2n-1} 
  = \frac{\binom{2n-1}{n}}{2^{2n-1}} = \frac{\binom{2n-1}{n} \cdot 2}{4^n}.
  \]

we can deduce this:
\[
\binom{2n}{n} = 2 \cdot \binom{2n - 1}{n}.
\]

So:
\[
p_{2n}(0) = \ p_{2n-1}(1).
\]

Therefore, statement (i) is \(\boxed{\text{true}}\)


\({\text{Statement (ii): } p_{2n}(0) = \frac{p_{2n-1}(1) + p_{2n-1}(-1)}{2}}\)

We have already calculated \(LHS\):
\[
p_{2n}(0) = \binom{2n}{n} \cdot \left(\frac{1}{2}\right)^{2n} = \frac{\binom{2n}{n}}{4^n}.
\]

Now compute \(p_{2n-1}(1)\) :


To be at position 1 after \(2n - 1\) steps: we need \(k = \frac{(2n-1) + 1}{2} = n\) heads.
So:
\[
p_{2n-1}(1) = \binom{2n - 1}{n} \cdot \left( \frac{1}{2} \right)^{2n - 1}.
\]

Similarly,
\[
p_{2n-1}(-1) = \binom{2n - 1}{\frac{2n - 1 + (-1)}{2}} \cdot \left(\frac{1}{2}\right)^{2n-1}
= \binom{2n - 1}{n - 1} \cdot \frac{1}{2^{2n - 1}}.
\]

So the RHS becomes:
\[
\frac{p_{2n-1}(1) + p_{2n-1}(-1)}{2}
= \frac{1}{2} \cdot \left( \binom{2n - 1}{n} + \binom{2n - 1}{n - 1} \right) \cdot \frac{1}{2^{2n - 1}}.
\]

we know that:
\[
\binom{2n - 1}{n} + \binom{2n - 1}{n - 1} = \binom{2n}{n},
\]

we get:
\[
\frac{p_{2n-1}(1) + p_{2n-1}(-1)}{2}
= \frac{1}{2} \cdot \binom{2n}{n} \cdot \frac{1}{2^{2n - 1}}
= \frac{\binom{2n}{n}}{2 \cdot 2^{2n - 1}}
= \frac{\binom{2n}{n}}{2^{2n}} = \frac{\binom{2n}{n}}{4^n}.
\]

This matches \(LHS\), so statement (ii) is \(\boxed{\text{true}}\).

 


\({\text{Statement (iii): } p_{2n-1}(0) = 0}\)

To be at position 0 after \(2n - 1\) steps: we need \(k = \frac{(2n-1) + 0}{2} =\frac{2n - 1}{2}\) heads.
\[
p_{2n - 1}(0) = \binom{2n - 1}{\frac{2n - 1}{2}} \cdot \left( \frac{1}{2} \right)^{2n - 1}
\]
but \(k = \frac{2n - 1}{2} \notin \mathbb{Z}\),

so it is undefined, and thus the probability is zero.


Therefore, statement (iii) is \(\boxed{\text{true}}\)

 

 


 

\({\text{Statement (iv): } p_{2n}(0) > p_{2n+1}(1)}\)
 

we have already calculated:

\[
p_{2n}(0) = \frac{\binom{2n}{n}}{4^n}
\]

 

For  \(p_{2n+1}(1)\)

To be at position 1 after \(2n+1\) steps, we need \(k = \frac{(2n+1) + 1}{2} = n+1\) heads.  

Then,
\[
p_{2n+1}(1) = \binom{2n+1}{n+1} \cdot \left( \frac{1}{2} \right)^{2n + 1}
= \frac{\binom{2n+1}{n+1}}{2^{2n + 1}}
\]

 

we can easily verify that:
\[
p_{2n}(0) > p_{2n+1}(1)
\]

Therefore, statement (iv) is \(\boxed{\text{true}}\)

Position:
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