First return to equal heads and tails with a biased coin
Question
A coin lands heads with probability . You keep tossing until, for the first time after the start, the number of heads equals the number of tails. Let be the probability this first happens at toss (). Evaluate to four decimal places.
Short answer
About . The first tie at toss requires heads and tails with one side strictly ahead until the end; by the ballot theorem this is a fraction of balanced paths, so . At , : .
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Open the worked solutionLessons behind this question
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
- Sample Spaces, Events, and the Probability Axioms
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