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Expected tosses for runs of one, two, three heads

Question

A fair coin is tossed repeatedly. Let XkX_k be the number of tosses needed until kk heads in a row first appear. Find E(X1)\mathbb{E}(X_1), E(X2)\mathbb{E}(X_2) and E(X3)\mathbb{E}(X_3).

Short answer

2, 6, 142,\ 6,\ 14. To extend a run of k−1k-1 heads you need one more toss; a tail resets you, giving Ek=Ek−1+1+12EkE_k=E_{k-1}+1+\tfrac12E_k, i.e. Ek=2Ek−1+2E_k=2E_{k-1}+2. Starting from E0=0E_0=0 this yields 2k+1−22^{k+1}-2.

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