A fair coin is tossed repeatedly.
1. What is the expected number of tosses before HT shows up for the first time?
2. what is the expected number of tosses before TT shows up for the first time?
3. What is the probability that HT shows up before TT?
Thank you for your help.
Consider a win on the nth roll.This roll sequence looks like TTT…T⏟nTHHH…H⏟nHT0≤nT≤n−2, 1≤nH≤n−1, nT+nH+1=n
Thus there are n−1 ways to accomplish a win on the nth rollEach sequence has probability pn=2nthus the probability of a win on the nth roll is given byP[n]=n−12n, n∈N, 2≤n
E[N]=∞∑n=2 n(n−1)2n=6−2=4
You can apply the same idea to solve 2 and 3