概率论 (Summer 2013)/Problem Set 4

Problem 1

Let [math]\displaystyle{ X_1,X_2,\dots,X_n }[/math] be independent geometrically distributed random variables each having expectation 2 (each of the [math]\displaystyle{ X_i }[/math] is an independent experiment counting the number of tosses of an unbiased coin up to and including the first HEADS). Let [math]\displaystyle{ X=\sum_{i=1}^nX_i }[/math] and [math]\displaystyle{ \delta }[/math] be a positive real constant. Derive the best upper bound you can on [math]\displaystyle{ \Pr[X\gt (1+\delta)(2n)] }[/math].