HHHHH or TT

If the probability that in the process of repeatedly flipping a fair coin, one will encounter a continuous run of 5 heads, before one encounters a continuous run of 2 tails, can be represented by A B \frac{A}{B} where A A and B B are coprime positive integers.

Find A + B A+B .


The answer is 37.

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1 solution

Soumava Pal
Mar 7, 2016

A successful string is a sequence of H's and T's in which HHHHH appears before TT does. Each successful string must belong to one of the following three types:

(a) those that begin with T, followed by a successful string that begins with H;

(b) those that begin with H, HH, HHH, or HHHH, followed by a successfully string that begins with T.

(c) the string HHHHH.

Let P h P_h denote the probability of obtaining a successful string that begins with H, and let P t P_t denote the probability of obtaining a successful string that begins with T. The three types of winning strings allow us to build recursive relations in the backward direction. More precisely, a winning string of type

(a) is of the form of T H . . ., which can be mapped one-to-one to a winning string of the form H . . .. Thus, P t = 1 2 P h P_t=\frac{1}{2}P_h On the other hand, a winning string beginning with k (0 < k < 5) consecutive H's can also mapped one-to-one to a winning string beginning with T. It follows that

P h = ( 1 2 + 1 4 + 1 8 + 1 16 ) P t + 1 32 P_h=(\frac{1}{2}+\frac{1}{4}+\frac{1}{8}+\frac{1}{16})P_t+\frac{1}{32}

Solving the last two equations simultaneously, we find that

P h = 1 17 P_h=\frac{1}{17}

and

P t = 1 34 P_t =\frac{1}{34}

Thus the probability of obtaining five heads before obtaining two tails is

P h + P t = 3 34 P_h + P_t = \frac{3}{34} .

So A+B = 37.

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