Expected flips for two heads in a row

A fair coin is flipped until two heads appear in a row (HHHH). What is the expected number of flips?

Show hints (2)+
  1. Track two states: no progress (aa) and one head so far (bb). Write aa and bb via one flip.
  2. a=1+12b+12aa = 1 + \tfrac12 b + \tfrac12 a and b=1+12ab = 1 + \tfrac12 a; solve for aa.

Answer

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6

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Asked at: Jane Street, Optiver

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