Four times as long to the first head

Two people flip fair coins independently, each until their first head. Let GG and TT be the number of flips each needs. Find P[T4G]\mathbb{P}[\,T \ge 4G\,] - the probability the second person needs at least four times as many flips as the first. Writing it as pq\tfrac{p}{q} in lowest terms, report p+qp + q.

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  1. Both are Geometric(1/2)(1/2): P[G=g]=(1/2)g\mathbb{P}[G=g]=(1/2)^g, P[Tm]=(1/2)m1\mathbb{P}[T\ge m]=(1/2)^{m-1}.
  2. Condition on G=gG=g, then sum g(1/2)g(1/2)4g1\sum_g (1/2)^g (1/2)^{4g-1} as a geometric series.

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Asked at: Jane Street, Citadel

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