No heads in a random number of flips

Let NPoisson(2)N \sim \text{Poisson}(2), and flip a fair coin NN times. What is the probability that no heads appear? (Give a decimal.)

Show hints (2)+
  1. Condition on NN: P[no heads]=E[(12)N]\mathbb{P}[\text{no heads}]=\mathbb{E}[(\tfrac12)^N].
  2. Poisson PGF: E[zN]=eλ(z1)\mathbb{E}[z^N]=e^{\lambda(z-1)} with z=12,λ=2z=\tfrac12,\lambda=2 gives e1e^{-1}.

Answer

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0.3679 (± 0.002)

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Asked at: SIG, Two Sigma

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