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Penalty streak with success rate equal to past rate

Question

You will take 100100 penalty kicks. The first one goes in and the second one misses. From the third kick on, your chance of scoring equals the proportion of kicks you have scored so far (e.g. after 1717 goals in 3030 kicks, kick 3131 scores with probability 1730\tfrac{17}{30}). What is the probability that your total number of goals after all 100100 kicks is exactly 6666?

Short answer

1/991/99. This is a Pólya urn started with one success and one failure: every particular sequence with kk further goals in the remaining 9898 kicks has probability k! (98−k)!99!\tfrac{k!\,(98-k)!}{99!}, so the number of further goals is uniform on {0,…,98}\{0,\dots,98\}. Scoring 6666 in total needs 6565 more, which has probability 199\tfrac1{99}.

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

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