Tossing until heads and tails are level
Question
A fair coin is tossed until, for the first time, the number of heads equals the number of tails (for example, stops after tosses). Let be the expected number of tosses. What is ?
Short answer
. The difference of heads and tails is a simple symmetric random walk, and the stopping time is its first return to 0. That return is certain but has infinite mean (its tail decays like ), so and .
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Open the worked solutionLessons behind this question
- Expectation, Mean, and Variance
- Conditional Expectation and Variance Revisited
- Sample Spaces, Events, and the Probability Axioms
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