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One geometric wait at least four times another

Question

Two people each toss a fair coin until they see their first head; let TT and GG be the number of tosses for the first and second person. What is the probability that T≥4GT\ge4G?

Short answer

2/312/31. Condition on G=gG=g (probability 2−g2^{-g}). Then T≥4gT\ge4g means the first 4g−14g-1 tosses are tails, probability 21−4g2^{1-4g}. Summing, ∑g≥12⋅32−g=231\sum_{g\ge1}2\cdot32^{-g}=\tfrac{2}{31}.

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