Consider an archer whose probability of hitting a target increases with every attempt. Let be the probability of hitting the target on th attempt such that it is given by
where is a constant.
What are the expected number of attempts required to hit the target times?
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If Z is the number of times the target is hit in the first N arrows, then the required number of arrows is X = N + ( N − Z ) = 2 N − Z , and so the expected number of arrows to hit the target N times is E [ X ] = 2 N − E [ Z ] .
Let Z j be the random variable that is equal to 1 if the j th arrow hits its target, and 0 otherwise, for 1 ≤ j ≤ N . Then Z = j = 1 ∑ N Z j and hence E [ Z ] = j = 1 ∑ N E [ Z j ] = j = 1 ∑ N P [ Z j = 1 ] = j = 1 ∑ N N j = 2 1 ( N + 1 ) and hence E [ X ] = 2 N − 2 1 ( N + 1 ) = 2 1 ( 3 N − 1 )