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Waiting for the first red

ProbabilityHard

An urn holds red and blue balls. You draw balls one at a time at random without replacement and stop as soon as a red ball appears. What is the expected value of the number of draws, counting the final red draw? Give a fraction in lowest terms.

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A whole number, a decimal, a fraction like 3/8 or a percent.

Hint

Use linearity: for each blue ball, find the chance it comes before every red ball.

Solution
  1. The number of draws equals plus the number of blue balls drawn before the first red ball.
  2. Consider one particular blue ball together with the red balls: all orderings of their relative positions are equally likely.
  3. So this blue ball precedes all red balls with probability .
  4. By linearity, the expected number of blue balls before the first red is .
  5. The expected number of draws is , which equals .

Answer: