An unbiased coin is thrown. What is the expected number of tossings to obtain three heads in a row for the first time?
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If E = the expected number of tossings after which three heads in a row show up for the first time, then E = 2 1 ( E + 1 ) + 4 1 ( E + 2 ) + 8 1 ( E + 3 ) + 8 1 × 3 ⇒ E = 1 4