Consider a sequence of independent coin flips, each of which has probability p of being heads. Define

Question:

Consider a sequence of independent coin flips, each of which has probability p of being heads. Define a random variable X as the length of the run (of either heads or tails) started by the first trial. (For example, X = 3 if either TTTH or HHHT is observed.) Find the of X, and find EX.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...