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JEE Advanced 2018 Paper 1 · Mathematics · Probability · hard

A coin shows heads with probability 2/3 on each independent toss. It is tossed repeatedly until the pattern H, T, H (heads, tails, heads in…

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A coin shows heads with probability 23\frac23 on each independent toss. It is tossed repeatedly until the pattern H, T, H (heads, tails, heads in consecutive tosses) appears for the first time. Find the expected number of tosses. Give the answer correct to two decimal places.
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Answer: 8.25

Set up a Markov chain on the progress towards HTH: state 00 (no progress), state 11 (last toss H) and state 22 (last two tosses HT). Let EiE_i be the expected remaining tosses with p=23p=\frac23, q=13q=\frac13. Then E0=1+pE1+qE0E_0=1+pE_1+qE_0, E1=1+pE1+qE2E_1=1+pE_1+qE_2 and E2=1+qE0E_2=1+q E_0 (a head completes the pattern, a tail resets to state 00). From the first, E0=1p+E1=32+E1E_0=\frac{1}{p}+E_1=\frac32+E_1. Substituting E1=E0−32E_1=E_0-\frac32 in the second: qE1=1+qE2q E_1=1+qE_2 so E1=3+E2E_1=3+E_2. With E2=1+E03E_2=1+\frac{E_0}3 this gives E0−32=4+E03E_0-\frac32=4+\frac{E_0}3, hence E0=334=8.25E_0=\frac{33}4=8.25. This agrees with the formula 1p2q+1p=6.75+1.5\frac1{p^2q}+\frac1p=6.75+1.5.
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