Suppose a coin is tossed repeatedly with a probability of head appears in any toss being $p,~0<p<1$.
I want to find the expected length of the initial run of heads.
Here initial run for heads means the number of heads until the first tail appears.
So if $p$ is the probability of head, then $1-p$ is the probability of tail at any toss.
The outcome can be
at 1st toss $\{H\}$
at 2nd toss $\{HH,HT,TH,TT\}$
at 3rd toss $\{HHH,HTT,HHT,TTT,THH,TTH,THT,HTH\}$
$...$
The distribution function seems to be $m(r)=(1-p)^{r-1}p$ at $rth$ toss.
But I am unable to find the expected length.
I seek help.