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Expected tosses until three identical faces in a row

Question

Two players toss a fair coin over and over. Anna wins as soon as three consecutive heads occur, and Brenda wins as soon as three consecutive tails occur. On average, how many tosses does it take to decide the winner?

Short answer

77. After the first toss we are in a run of length 11. If μ1,μ2\mu_1,\mu_2 are expected remaining tosses from runs of length 11 and 22, then μ1=1+12μ2+12μ1\mu_1=1+\tfrac12\mu_2+\tfrac12\mu_1 and μ2=1+12μ1\mu_2=1+\tfrac12\mu_1, giving μ1=6\mu_1=6; adding the first toss gives 77.

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

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