A fair coin is tossed until two successive heads occur or two successive tails occur. If the first toss results in a head, what is the chance that the game will end with two successive tails?
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Let p = P ( T T ∣ H ) denote the probability that the game ends with two successive tails given the first toss results in a Head, Similarly define other events. Define q = P ( H H ∣ H ) . Then, due to symmetry, we have p = P ( H H ∣ T ) , q = P ( T T ∣ T ) , p + q = 1 . Conditioning on the first outcome, we have p = 2 1 × 0 + 2 1 q . This gives p = 3 1 , q = 3 2 .