Coin-Flip Stopping Game: HT vs HH
You repeatedly flip a coin until either the pattern HT appears (Player A wins) or the pattern HH appears (Player B wins), whichever occurs first. These are evaluated on the last two consecutive flips; ties cannot occur because only one ordered pair can appear at a time.
Assume the coin is fair unless otherwise stated.
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Compute P(A wins) and P(B wins) exactly for a fair coin.
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For m ≥ 2, derive the probability mass function (PMF) of the stopping time by outcome: P(A wins at flip m) and P(B wins at flip m).
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Compute the expected stopping time E[T].
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Generalize part (1) to a biased coin with P(H) = p (so P(T) = 1 − p = q). Provide closed-form expressions for P(A wins) and P(B wins).
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Validate by simulation with at least 10^6 trials and compare empirical PMFs to the theoretical results.