##
Best of Seven

Two teams, A and B, play a "Best of Seven" tournament. The first team
to win four games wins the tournament. If the probability that team A
will win any game is p, and the probability team B will win is (1-p),
- What is the probability team A (or B) will win the entire tournament?
- What is the expected number of games in the tournament? (If p is 0,
or if p is 1, the expected number of games would be 4. When p is between 0
and 1, the expected number should rise toward 7.)

Source: Original, but I imagine it's elsewhere.

Solution

Mail to Ken