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It is tossed n times. Let Pn denote the ...

It is tossed n times. Let `P_n` denote the probability that no two (or more) consecutive heads occur. Prove that `P_1 = 1,P_2 = 1 - p^2 and P_n= (1 - P) P_(n-1) + p(1 - P) P_(n-2)` for all `n leq 3`.

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