Expected number of coin tosses before two consecutive tails using $T=\min \{n: n \text {th toss is a head }\}$

expected valuemarkov chainsprobability

A fair coin is tossed until two tails occur successively. Find the expected number of the tosses required.

Hint : Let
$$
T=\min \{n: n \text {th toss is a head }\}
$$

find the distribution of $T$ and then condition on $T$.


The only thing I can get from the hint is that (i think) $T \sim \text{NB}(1,1/2)$. But I can't see what this has to do with finding the expected number of tosses until two tails appear consecutively. I don't really know what to do from here. Any help would be appreciated, thanks!

Best Answer

There is a smarter way to tackle this problem using conditional expectation. Here's this $:$

Let $E(X) = r.$ Then we have $$\begin{align*} r & = E(X\ |\ H_1) P(H_1) + E(X\ |\ T_1) P(T_1) \\ & = \frac {1} {2} (E(X) + 1) + \frac {1} {2} (E(X\ |\ T_1T_2) P(T_1T_2\ |\ T_1) + E(X\ |\ T_1H_2) P(T_1H_2\ |\ T_1)) \\ & = \frac {1} {2} (r + 1) + \frac {1} {2} \left (2\ \cdot \frac {1} {2} + \frac {1} {2} (E(X) + 2) \right ) \\ & = \frac {1} {2} (r + 1) + \frac {1} {2} \left (1 + \frac {1} {2} (r + 2) \right ) \end{align*}$$ Solving this equation you will get $r = 6.$