The Correlation between Two Random Variables in a

Coin-Tossing Experiment

KEYWORDS: Jyoti P. Shiwalkar

Teaching; Hislop College, Nagpur, India.
Binomial; e-mail: jyotishiwalkar@rediffmail.com
Negative binomial;
Correlation coefficient;
Stopping rule.
M.N. Deshpande
Nagpur, India.
e-mail: dpratap_ngp@sancharnet.in

Summary
We find the correlation of two jointly distributed
random variables connected with a coin tossing
experiment. The marginal distributions are bino-
mial and negative binomial.

correlation between these two random variables

䉬 INTRODUCTION 䉬 should be negative.

I n this article, we study two random variables

associated with a sequential coin-tossing experi-
ment and obtain the correlation coefficient between
them. The marginal distributions will be seen to be
binomial and negative binomial. Our sequential
experiment, then, provides instructors with an
example that can be used to review binomial and
negative binomial random variables, as well as illus-
trate joint calculations between these two random
variables.
We now state the following stopping rule for termi-
nating the sequential tossing of the coin and define
the two random variables under study.
THE DISTRIBUTIONS OF
䉬 䉬
Dr AND Tr
A coin that has a probability p of getting a head is
tossed sequentially until r + 1 heads are obtained.
Now, before the (r + 1)th head (corresponding to the
last toss), there are r heads that allow the sequence to
be separated into r partitions (or gaps). Double
heads correspond to a gap of zero length and occur
with chance p. Therefore, the random variable Dr,
denoting the number of double heads in the string,
follows a binomial distribution, with p as the prob-
ability of success and r as the number of trials. Thus,

Stopping rule E ( Dr ) = rp,Var ( Dr ) = rpq (1)

where q = 1 - p.
A coin with p (0 < p < 1) as the probability of getting
a head is tossed sequentially until we get r + 1 heads, Since Tr denotes the number of tails observed in the
where r is a predetermined positive integer. string, when the coin is flipped until (r + 1) heads are
obtained, Tr + r + 1 is a random variable having a
We will let Dr denote the number of double heads negative binomial distribution. Therefore,
(HH, overlaps counted) and Tr denote the number
of tails. To illustrate, with r = 4 we toss the coin until
⎛ x + r⎞ r +1 x
we get 5 heads. For the sequence of tosses indicated P (Tr = x ) = ⎜ p q , x = 0, 1, 2, 3, . . .
⎝ r ⎟⎠
by the string THTHTTHHH, we have Dr = 2 and
Tr = 4. and

( r + 1) q ( r + 1) q
In the following section, we examine the distribu- E (Tr ) = ,Var (Tr ) = (2)
tions of Dr and Tr. It is intuitively clear that the p p2

© 2009 The Authors

Journal compilation © 2009 Teaching Statistics Trust
Teaching Statistics. Volume 31, Number 2, Summer 2009 • 47
We next obtain the correlation coefficient between
Dr and Tr.
䉬 THE CORRELATION COEFFICIENT 䉬
th
After the r head, the next toss results in a head,
with chance p giving an additional double heads but
no increase in the number of tails. Instead, x ⱖ 1
tails may occur after the rth head prior to the (r + 1)th
head. This happens with chance pqx and gives rise to
x additional tails with no additional double heads.
which implies (see, e.g. Jordan 1960)
E ( DrTr ) = r 2 q + c
for some fixed constant c. A bit of calculation
reveals, for example, that E(DrTr) = q when r = 1 so
that c = 0.
Consequently, we may compute the covariance and
correlation between Dr and Tr. In particular, using
(1) and (2) along with E(DrTr) = r2q, we have

It follows, then, that Cov ( Dr , Tr ) = E ( DrTr ) − E ( Dr ) E (Tr )

( r + 1) q
Dr +1Tr +1 = r 2 q − ( rp) = − rq
p
= { ( Dr + 1)Tr with probability p
Dr (Tr + x ) with probability pq x, x = 1, 2, . . .
and

Cov ( Dr , Tr ) − rq
giving ρ ( Dr , Tr ) = =
Var ( Dr )Var (Tr ) ( r + 1) q
rpq ⋅
E ( Dr +1Tr +1) = pE ( DrTr ) + pE (Tr ) p2
p
∞ ∞
=−
+ E ( DrTr ) ∑ pq x + E ( Dr ) ∑ xpq x (1 + 1 r )
x =1 x =1

Note that, as expected, the covariance and correla-

The leftmost sum above, a geometric series, is equal
to 1 - p. To evaluate the rightmost sum, note
∞ ∞ d x d ∞
that ∑ x =1 xq = q ∑ x =1 q = q ∑ x =1 q = q
x x
tion are negative. Also note that the absolute value
of the correlation is increasing both in p and in r.
d

dq dq dq Acknowledgements
⎡ 1 ⎤ q
⎢⎣1 − q − 1⎥⎦ = p 2 . Consequently, the rightmost sum The authors are thankful to the honourable referee
and the editor for their valuable suggestions in
in the expression for E(Dr+1Tr+1) is q/p, and using the
improving the earlier draft of this article.
expressions for the expected values in (1) and (2), we
obtain
( r + 1) q ⎛ q⎞
E ( Dr +1Tr +1) = E ( DrTr ) + p ⋅ + rp ⋅ ⎜ ⎟ Reference
p ⎝ p⎠
Jordan, C. (1960). Calculus of Finite Differences
or
(2nd edn). New York: Chelsea Publishing.
ΔE ( DrTr ) ≡ E ( Dr +1Tr +1) − E ( DrTr ) = ( 2r + 1) q

48 • Teaching Statistics. Volume 31, Number 2, Summer 2009 © 2009 The Authors
Journal compilation © 2009 Teaching Statistics Trust