if you know sth about stochastic, this is a stopping-time problemP(s_t = 2 ) = { (q/p)^0 - (q/p)^(-1/2) } / {(q/p)^2 - (q/p)^(-1/2) }
p = 2/3 ; q = 1/3;
answer is .8
试着写一般表达式，这样对吗？
P(s_t = n ) = { (q/p)^0 - (q/p)^(-n) } / {(q/p)^n - (q/p)^(-n) }
p + q = 1
p + q = 1
Huasing Association 1999 - 2013