Two coins with heads probabilities 1/3 and 1/4 are alternately tossed, starting with the 1/3 coin, until one of them turns up heads.

probability distributionsrandom variables

Two coins with heads probabilities 1/3 and 1/4 are alternately tossed, starting with the 1/3 coin, until one of them turns up heads. Let X denote the total number of tosses, including the last. Find:

E(X)

I found that using 1/p the E(X) of the first coin will be approx 3 and the E(X) of the second coin will be approx 4, but since these coins are tossed alternately I don't understand what the E(X) could be.

Best Answer

You need to solve the following equation.

$\mathbb{E}(X) = \displaystyle 1 + \frac{2}{3} (1 + \frac{3}{4} \mathbb{E}(X))$

Explanation: Say the initial state is $I$. You get $H$ with probability $\frac{1}{3}$ in the first toss or continue with probability $\frac{2}{3}$ to the second coin. We get $H$ on the second coin with probability $\frac{1}{4}$ or we get back to initial state $I$ with probability $\frac{3}{4}$.

Related Question