Amelia has a coin that lands heads with probability , and Blaine has a coin that lands on heads with probability . Amelia and Blaine alternately toss their coins until someone gets a head; the first one to get a head wins. All coin tosses are independent. Amelia goes first. The probability that Amelia wins is , where and are relatively prime positive integers. What is ?
- A)
- B)
- C)
- D)
- E)
Answer
D
Key insight
If both first tosses fail (probability 2/5), the game restarts from the same state, so p = 1/3 + (2/5) p, giving p = 5/9.
Solution
Let be the probability that Amelia wins from the start of a round (Amelia about to toss).
In the first round, Amelia wins immediately with probability . Otherwise (probability ) Blaine tosses; if he gets heads (probability ) Amelia loses, and if he gets tails (probability ) the game is back exactly where it started, so Amelia wins from there with probability again.
Therefore
Solving, , so .
Thus , , and .
The answer is .
Why this works
"Repeat until someone succeeds" processes are memoryless: after a full round of failures the situation is identical to the start. That lets you write one equation in the unknown probability instead of summing an infinite series. The same trick works whenever a random process can return to its initial state.
Alternative approach
Sum the series directly. Amelia wins on round if the first rounds are double failures (probability ) and she then flips heads: total .
The trap
Stopping after one round and answering 1/3, or computing Blaine's winning probability 4/9 and reporting 9 - 4 = 5.
Common mistakes
- Stopping after one round and answering 1/3, or computing Blaine's winning probability 4/9 and reporting 9 - 4 = 5.
- Using (Blaine wins) as the restart probability instead of (both fail).
Techniques
Define states/recurrence and iterate