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We both play a game where we flip a coin. You win if 3 heads appear, I win if 3 tails appear. What is the expected number of flips for the game to end.

The heads/tails doesn't need to be consecutive. Here's my approach:

First find the expected number of flips to get three heads before game ends. This can happen in either three or four of five tosses. So the expected value is $$\frac{1}{2^3}*3 + \frac{1}{2^4}*4C_3*4 + \frac{1}{2^5}*5C_3*5 $$

Divide this value by 2 to get the answer. Is this correct?

Many thanks.

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1 Answer

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Let $P(S)$ be the probability of a given sequence and let $N(S)$ be the number of flips in that sequence. You want to find $E(N(S)) = \sum_{S} P(S)N(S)$.

There are only finitely many possible games, namely, in alphabetical order:

  1. $HHH: P = 1/8, N = 3$
  2. $HHTH: P = 1/16, N = 4$
  3. $HHTTH: P = 1/32, N = 5$
  4. $HHTTT: P = 1/32, N = 5$
  5. $HTHH: P = 1/16, N = 4$
  6. $HTHTH: P = 1/32, N = 5$
  7. $HTHTT: P = 1/32, N = 5$
  8. $HTTHH: P = 1/32, N = 5$
  9. $HTTHT: P = 1/32, N = 5$
  10. $HTTT: P = 1/16, N = 4$
  11. $THHH: P = 1/16, N = 4$
  12. $THHTH: P = 1/32, N = 5$
  13. $THHTT: P = 1/32, N = 5$
  14. $THTHH: P = 1/32, N = 5$
  15. $THTHT: P = 1/32, N = 5$
  16. $THTT: P = 1/16, N = 4$
  17. $TTHHH: P = 1/32, N = 5$
  18. $TTHHT: P = 1/32, N = 5$
  19. $TTHT: P = 1/16, N = 4$
  20. $TTT: P = 1/8, N = 3$

Grouping these by $N$ we see that:

  1. For $N = 3$ the total $P = 1/4$
  2. For $N = 4$ the total $P = 3/8$
  3. For $N = 5$ the total $P = 3/8$

So $E(N) = 3 \cdot 1/4 + 4 \cdot 3/8 + 5 \cdot 3/8 = 33/8 = 4.125$

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