Let {An} be a decreasing sequence of events on a sample space, for which we have P(A1)

Question:

Let {An} be a decreasing sequence of events on a sample space, for which we have P(A1) = q, P(An − An+1) = qnp, n = 1, 2,…, where 0 < q < 1 and p = 1 − q.

(i) Show that P(An) = qn for each n = 1, 2,….

(ii) Calculate the probability P(A) for the limiting event A = lim n→∞

An.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Introduction To Probability Volume 2

ISBN: 9781118123331

1st Edition

Authors: Narayanaswamy Balakrishnan, Markos V. Koutras, Konstadinos G. Politis

Question Posted: