Max and Mark alternately throw darts.
The first one who scores a bull's-eye wins the game. the probabilities that Max and Mark score a bull's-eye in every shot are $\frac{3}{4}$ and $\frac{5}{8}$ respectively.
Max throws first.
Their successive throws are independent and the random variable $X$ denotes the number of throws before the game is over.
a) Find the probability generating function of the variable $X$ and verify your result.
b) What is the expected number of throws before the game is over?
Thanks!
Call the two people A and B, and denote by $a$ and $b$ their hitting probabilities in a single throw. Denote by $p_k$ $(k\geq1)$ the probability that the game ends after exactly $k$ throws. If A begins we have $$p_1=a,\quad p_2=(1-a) b,\qquad p_k=(1-a)(1-b)p_{k-2}\quad(k\geq3)\ .$$ Let $$p(x):=\sum_{k\geq1} p_k\,x^k$$ be the probability generating function. Then $$p(x)=p_1 x+p_2 x^2+\sum_{k\geq3}(1-a)(1-b)p_{k-2}\,x^k=p_1x+p_2x^2+(1-a)(1-b)x^2p(x)\ .$$ It follows that $$p(x)={ax+(1-a)b x^2\over 1-(1-a)(1-b)x^2}\ .$$ The expected number of throws is given by $$E=\sum_{k\geq1}k p_k=p'(1)={2-a\over a+b-a b}\ .\tag{1}$$ When $a={3\over4}$, $b={5\over8}$ one obtains $$E={40\over29}\ .$$ Formula $(1)$ can also be obtained without recurse to the function $p(x)$: Denote by $E_{\rm A}$ the expected number of additional throws when it is A's turn, and by $E_{\rm B}$ the expected number of additional throws when it is B's turn. Then we obviously have $$E_{\rm A}=1+(1-a)E_{\rm B},\qquad E_{\rm B}=1+(1-b)E_{\rm A}\ ,$$ which immediately leads to $(1)$.