Problem 16.96. A coin with with probability p of heads is tossed until you get TT (two consecutive tails). Compute Pn, the probability that you toss the coin n times. (a) What are P2 and P3 ? Use total probability to show: Pn=pPn1+p(1p)Pn2 for n>2. (b) Solve the recurrence and show Pn=a(+n1n1). (What are a,+,?) Verify with Monte Carlo simulation..