We have a biased coin (probability of heads is equal to 1/4). Consider the following 2 step process: In the first step we flip the coin until we get a heads. Let X denote the trial on which the first heads occurs. In the second step we flip the coin X more times. Let Y be the number of heads in the second step. (a) For each non-negative integer, k, what is the probability that X = k? (b) Conditioned on the event {X = k}. What is the probability Y = 0? (c) Use the Law of Total Probability to compute the unconditional probability that Y = 0.
