In This Article
The Question
The Intuition Trap
Building the State Machine for HH
Solving the System: E[HH] = 6
Building the State Machine for HTH
Solving the System: E[HTH] = 10
Why Overlapping Patterns Change Everything
Python Simulation: 100,000 Trials
Business Application: Credit Migration & Web Ranking
The Question
You flip a fair coin — one with probability 1/2 of landing heads and 1/2 of landing tails — repeatedly, recording every result. What is the expected number of flips required until the sequence HH appears for the first time as consecutive results? What is the expected number of flips required until HTH appears for the first time?
Both questions have the same surface structure: you want a specific consecutive pattern, and you want to know, on average, how many flips it takes to observe it. The coin is fair, the flips are independent, and the patterns are short. These seem like they should yield similar answers. They do not. HH takes exactly 6 fl
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