Probability with Recurrence Relation

chrisyuen
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Homework Statement



Box A contains three white balls and one red ball while box B contains four white balls. One ball is randomly drawn from each box and the two balls are then randomly put back into the boxes so that each box still contains four balls. This process is performed n times. Let Pk be the probability that the red ball is in box A after the process is performed k times, where 1<=k<=n.

(a) Find P1.
(b) Show that Pk=3/4 Pk-1 + 1/8, where 2<=k<=n. Hence find Pk in terms of k.
(c) Find the limit of the probability that the red ball is finally in box B as n becomes very large.
(d) If the process is performed three times, find the probability that there are exactly two times that the red ball is in box B.

(Answers:
(a) 7/8
(b) (3/8)(3/4)k-1 + 1/2
(c) 1/2
(d) 57/512)

Homework Equations



Probability Formulae

The Attempt at a Solution



I only knew how to solve part (c) if I set Pk = Pk-1 = P when n --> infinity while

I don't know how can I start the part (a) of this question.

Can anyone tell me how to draw a tree diagram first?

Thank you very much!
 
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The forum kept deleting my formatting so I put the tree in this picture.

http://sites.google.com/site/blackburnt/_/rsrc/1238089640948/Home/tree.JPG
Does this help?
 
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Esseintes said:
The forum kept deleting my formatting so I put the tree in this picture.

http://sites.google.com/site/blackburnt/_/rsrc/1238089640948/Home/tree.JPG
Does this help?

I got it!

Thank you very much!
 
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There are two things I don't understand about this problem. First, when finding the nth root of a number, there should in theory be n solutions. However, the formula produces n+1 roots. Here is how. The first root is simply ##\left(r\right)^{\left(\frac{1}{n}\right)}##. Then you multiply this first root by n additional expressions given by the formula, as you go through k=0,1,...n-1. So you end up with n+1 roots, which cannot be correct. Let me illustrate what I mean. For this...
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