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Suppose flipping a coin with probability $p$ to get a head. Suppose we flip it until a head appear. What is the mean number of flip required getting a head? (Better to use conditional expectation to show the mean)

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What do you mean by the last sentence? Is it a question? –  Stefan Hansen Sep 29 '12 at 10:07
    
Ya, but i am asking if someone can use conditional expectation to solve the problem –  Mathematics Sep 29 '12 at 10:20

1 Answer 1

If $E$ is the expected number of flips, then we have following relation $$ E = p\cdot 1+ (1-p)\cdot(1+E)$$ because with probability $p$ we succeed at first try and with probability $1-p$ we have "wasted" one try and start again. Once we agree that $E$ is finite, this produces $$ E = \frac1p.$$

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