An urn has n white and m black balls that are removed one at a time in a randomly chosen order. Find the expected number of instances in which a white ball is immediately followed by a black one.
How do I approach such questions? I am clueless about where to even begin!
Label the white balls $w_1$ to $w_n$. Let random variable $X_i$ be equal to $1$ if white ball $w_i$ is immediately followed by a black ball, and $0$ otherwise. Then the number $Y$ of instances in which a white is immediately followed by a black is given by $Y=X_1+\cdots+X_n$.
By the linearity of expectation we have $E(Y)=\sum_1^n E(X_i)=nE(X_1)$.
To find $E(X_1)$, we find $\Pr(X_1=1)$. We have $X_1=1$ if white ball $w_1$ is not chosen last, and is followed by a black. The probability it is not last is $\frac{m+n-1}{m+n}$. Given that it is not last, the probability it is followed by a black is $\frac{m}{m+n-1}$. It follows that $\Pr(X_1=1)=\frac{m}{m+n}$.
Thus $E(X_1)=\frac{m}{m+n}$ and $E(Y)=\frac{mn}{m+n}$.