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Suppose we have $n$ coins and we flip them at the same time. if the probability of getting head of the $i$ th coin is $\frac{1}{i}$. prove that the probability of getting even number of heads is $\frac{1}{2}$.

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Let $e_n,o_n$ denote the events that an even/odd number of heads were thrown. Then $P(e_n)+P(o_n)=1$, and \begin{align*} P(e_{n+1})&=P(e_n)(1-1/(n+1)) + P(o_{n})(1/(n+1))\\ P(o_{n+1})&=P(e_n)(1/(n+1)) + P(o_{n})(1-1/(n+1)). \end{align*}

Subtracting these gives:

$$P(e_{n+1})-P(o_{n+1})=-\frac{2}{n+1}(P(e_n)-P(o_n))=\cdots=\frac{(-2)^n}{(n+1)!}(P(e_1)-P(o_1))=\frac{(-2)^n}{(n+1)!}(1-1)$$

So $P(e_n)=P(o_n)=1/2$ (assuming 0 is even).

Alex R.
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