Sam has a box with balls, white and black. Every time, he draws a ball randomly, records it, and puts it back to the box. What is the expected number of times that Sam has to draw until he drew black balls continuously?
Extension: What is the expected number of times that Sam has to draw until he drew black balls continuously?
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Given n ∈ N , let E j (for 0 ≤ j ≤ N ) be the number of additional draws that need to be taken to obtain a consecutive run of N black balls, given that the current "streak" is j black balls long. Then E N = 0 and E j 2 j E j 2 j E j − 2 j + 1 E j + 1 = 2 1 ( 1 + E j + 1 ) + 2 1 ( 1 + E 0 ) = 1 + 2 1 E 0 + 2 1 E j + 1 = 2 j 1 + 2 1 E 0 + 2 j + 1 E j + 1 = 2 j 1 + 2 1 E 0 for 0 ≤ j ≤ N − 1 , so that E 0 = E 0 − 2 N E N = j = 0 ∑ N − 1 2 j 1 + 2 1 E 0 = ( 2 + E 0 ) ( 1 − 2 − N ) and hence the desired expected value is E 0 = 2 ( 2 N − 1 ) When N = 1 0 the answer is therefore 2 0 4 6 .