sample space S to be all possible infinite sequences of answers
even A- A answers the first question
event F- game ends after the first question
event W- A wins.
We want P(W∣A) and P(W∣A)
Using the Theorem of Total Probability, and the partition given by
P(W∣A)=P(W∣A∩F)P(F∣A)+P(W∣A∩F)P(F∣A)
Now, clearly
P(F∣A)=α,P(F∣A)=1−α and P(W∣A∩F)=1 , but P(W∣A∩F)=P(W∣A) , so that P(W∣A)=1⋅α+P(W∣A)(1−α)=α+P(W∣A)(1−α) .
Similarly,
P(W∣A)=P(W∣A∩F)P(F∣A)+P(W∣A∩F)P(F∣A)
We have
P(F∣A)=β,P(F∣A)=1−β , but
P(W∣A∩F)=0 . Finally
P(W∣A∩F)=P(W∣A) , so that
P(W∣A)=0⋅β+P(W∣A)(1−β)=P(W∣A)(1−β)
a) P(W∣A)=α+P(W∣A)(1−α)=α+P(W∣A)(1−β)(1−α)⇒P(W∣A)−P(W∣A)(1−β)(1−α)=α⇒P(W∣A)(1−(1−β)(1−α))=α⇒P(W∣A)=1−(1−β)(1−α)α
Answer: P(W∣A)=1−(1−β)(1−α)α
b) P(W∣A)(1−α)=P(W∣A)−α⇒P(W∣A)(1−α)=1−(1−β)(1−α)α−α=1−(1−β)(1−α)α−α(1−(1−β)(1−α))=1−(1−β)(1−α)α(1−β)(1−α)⇒P(W∣A)=1−(1−β)(1−α)α(1−β)
Answer: P(W∣A)=1−(1−β)(1−α)α(1−β)
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