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Waiting for the first red
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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Hint
Use linearity: for each blue ball, find the chance it comes before every red ball.
Solution
- The number of draws equals plus the number of blue balls drawn before the first red ball.
- Consider one particular blue ball together with the red balls: all orderings of their relative positions are equally likely.
- So this blue ball precedes all red balls with probability .
- By linearity, the expected number of blue balls before the first red is .
- The expected number of draws is , which equals .
Answer: