In: Statistics and Probability
An unbiased coin is tossed four times. Let the random variable X denote the greatest number of successive heads occurring in the four tosses (e.g. if HTHH occurs, then X = 2, but if TTHT occurs, then X = 1).
Derive E(X) and Var(X).
(ii) The random variable Y is the number of heads occurring in the four tosses. Find Cov(X,Y).