Coin Toss Game 1

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Problem Statement

A and B take turns tossing a fair coin, with A going first. The player who gets the first tails after a heads wins. What is the probability of A winning?

Solution

This is a classic conditional probability problem that requires careful analysis of the game’s structure.

Step 1: Set Up the Conditional Probability Framework

Since A goes first, let P(A) be the probability that player A wins. We can use the Law of Total Probability by conditioning on what happens in A’s first toss:

P(A) = \frac{1}{2} \left[ P(A \mid H) + P(A \mid T) \right]

where H means A gets heads and T means A gets tails.

Step 2: Analyze P(A \mid T)

If A gets tails on their first toss, then:

  • The game effectively resets

  • B becomes the new “A” (first player)

  • A becomes the new “B” (second player)

Therefore:

P(A \mid T) = P(B) = 1 - P(A)

Step 3: Analyze P(A \mid H)

If A gets heads on their first toss, then B can:

  • Throw a tail: B wins immediately, so P(A \mid H, B=T) = 0

  • Throw a head: In this case, B is now in the same position A was in initially (has H, opponent’s turn)

The key insight: When A gets H and B gets H, B is in the position A was in (has H, opponent’s turn). Therefore:

  • B’s probability of winning from this position is P(A \mid H)

  • A’s probability of winning from this position is 1 - P(A \mid H)

Step 4: Derive the Equation for P(A \mid H)

Using conditional probability on B’s first toss:

P(A \mid H) = \frac{1}{2} \cdot 0 + \frac{1}{2} \cdot [1 - P(A \mid H)]

The first term is 0 because if B throws tails, A loses immediately. The second term represents B throwing heads, which puts B in A’s original position.

Simplifying:

P(A \mid H) = \frac{1}{2}[1 - P(A \mid H)]
P(A \mid H) = \frac{1}{2} - \frac{1}{2}P(A \mid H)
\frac{3}{2}P(A \mid H) = \frac{1}{2}
P(A \mid H) = \frac{1}{3}

Step 5: Solve for P(A)

Substituting back into our original equation:

P(A) = \frac{1}{2} \left[ \frac{1}{3} + (1 - P(A)) \right]
P(A) = \frac{1}{2} \left[ \frac{1}{3} + 1 - P(A) \right]
P(A) = \frac{1}{2} \left[ \frac{4}{3} - P(A) \right]
P(A) = \frac{2}{3} - \frac{1}{2}P(A)
P(A) + \frac{1}{2}P(A) = \frac{2}{3}
\frac{3}{2}P(A) = \frac{2}{3}
P(A) = \frac{4}{9}

Final Answer

P(A) = \frac{4}{9}

Key Insights

  1. Conditional Probability Structure: Breaking down the problem by conditioning on the first outcome is crucial.

  2. Symmetry and Role Reversal: When a player gets tails first, the game resets with roles reversed, creating a recursive structure.

  3. Recursive Equations: The key insight is recognizing that P(A \mid T) = P(B) = 1 - P(A), which creates a self-referential equation.

  4. First-Step Analysis: Conditioning on what happens in the first step (or first few steps) is a powerful technique for solving sequential probability problems.

  5. Positional Symmetry: When both players have heads, the situation becomes symmetric with respect to who has the advantage, allowing us to relate probabilities through the recursive structure.

Suggestion and Correction:
P(a) = 4/ 9

Suggestion:
further, I think so its more better to put this problem in a later stage, when you add thread such as markov chain.
People might not get the exact chain of thought, when attempting this problem

Thanks for the heads up! Of course you can use Markov chains to solve the problem as well. However this will be a fairly simple chain that doesn’t really require a Markov formalization. We’ll probably add more complex problems in that topic.