Convergence, Probability, Cumulative Distribution, Statistics, Editors Pick.
design the Probability Mass Function of X_k. Recall that X_k is a Bernoulli(p) variable where p is the probability that Nimrod WILL reach the shore safely given that incidents 1 through k have occurred . Thus: P(X_k = 1 | (k) ) = p When k = 1, we initialize p to 0.5 indicating that when Nimrod left