Calvin flips a fair coin before he sees a run of an odd number of heads, followed by a tail. What is the expected number of times Calvin must flip the coin?
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Let E be the expected value.
If Flip #1 = T, we're 1 flip in and exactly where we started.
If Flip #1 = H, then we have two possibilities:
Flip #2 is H, then we're back to where we started, since we have an even number of heads.
Flip #2 is T, then we're done.
Thus, E = 2 1 ( 1 + E ) + 2 1 ( 2 1 ( 2 + E ) + 2 1 ( 2 ) ) which simplifies to E = 2 1 ( 1 + E ) + 4 1 ( 2 + E ) + 4 1 ( 2 ) = 2 3 + 4 3 E so E = 6 .