Biased coin question

probability

You have a biased coin, where the probability of flipping a heads is $70%$. You flip once, and the coin comes up tails. What is the expected number of flips from that point (so counting that as flip $\#0$) until the number of heads flipped in total equals the number of tails?

I think the answer should be $0.3x+1 = 0.7x \implies x=2.5$ but I am not sure.

Best Answer

I think you're right. Another way to see it is as follows: consider a biased random walk on the integers. The walk starts at 1. The question is what is the expected time until it hits 0. Let $x $ be that expectaion. Then from any position $n>0$ the expected time to hit $0$ is $nx $; the walk must make $n $ steps to the left. Therefore, $x $ must satisfy the equation $$ x=1+0.3*2x .$$ When starting at 1, after 1 step the walk either hits 0 with probability $.7$ or moves to 2 with probability $.3$. In the former event the (expected) hitting time is 1; in the latter event it is $1+2x $.

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