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Waiting for first tails
A biased coin lands heads with probability on each independent toss. It is tossed until the first tails appears. What is the expected number of tosses, counting the toss that shows tails?
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Hint
The number of tosses is geometric; use the probability of tails as the success probability.
Solution
- Each toss shows tails with probability , independently of the others.
- The number of tosses until the first tails is geometric with success probability .
- The expected value of a geometric variable is divided by the success probability, here .
- The expected number of tosses is .
Answer: