36. Let S be the sample space of a repeatable experiment. Let A and B be mutually...
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36. Let S be the sample space of a repeatable experiment. Let A and B be mutually exclusive events of S. Prove that, in independent trials of this experiment, the event A occurs before the event B with probability P (A)/[P (A) + P (B)]. Hint: See Example 3.31; this exercise can be done the same way.
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Fundamentals Of Probability With Stochastic Processes
ISBN: 9780131453401
3rd Edition
Authors: Saeed Ghahramani
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