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Omni-MATH / Max repeatedly throws a fair coin in a hurricane. For each throw, there is a 4% chance that the coin gets blown away. He records the number of heads H and the number of tails T bef…

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Max repeatedly throws a fair coin in a hurricane. For each throw, there is a 4%4 \% chance that the coin gets blown away. He records the number of heads HH and the number of tails TT before the coin is lost. (If the coin is blown away on a toss, no result is recorded for that toss.) What is the expected value of |H−T||H-T|?
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Max repeatedly throws a fair coin in a hurricane. For each throw, there is a 4% chance that the coin gets blown away. He records the number of heads H and the number of tails T before the coin is lost. (If the coin is blown away on a toss, no result is recorded for that toss.) What is the expected value of |H−T|?
Original LaTeX notation
Max repeatedly throws a fair coin in a hurricane. For each throw, there is a $4 \%$ chance that the coin gets blown away. He records the number of heads $H$ and the number of tails $T$ before the coin is lost. (If the coin is blown away on a toss, no result is recorded for that toss.) What is the expected value of $|H-T|$?

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