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Show that 0ai1,i=1,2,,then

i=1aij=1i-11-aj+i=11-ai=1

Short Answer

Expert verified

Observe infinitely many experiments. probability of success in the i-th experiment is ai, and probability of failure is 1-aiwith probability 1, mutually exclusive events:

that the first success is on the i-th experiment - for i=1,2,3,...,or extreme case that no success occurred.

Step by step solution

01

Find Mutually exclusive.

From the intervals[0,1], there are an unlimited number of possibilities.

a1,a2,a3,

prove:

k=1aki=1k-11-ai+i=11-ai=1

A series of separate experiments is repeated an endless number of times.

Each time the chances of success is denoted by ai[0,1], the probability of success is denoted by i=1,2,3,...

Because all of these events are independently exclusive, the first success occurs in the k-th experiment with probability 1.

For k=1,2,3,...or all experiments, the first success occurs in the k-th experiment with probability 1

1=k=1P(the first success in k-the experiment) +P(no successes)

02

Derive the probabilities

The first success in the k-th experiment occurs when the first k-1experiments fail with probability of 1-ai,ik,and the k-th experiment succeeds, yielding independence.

P(the first success in k-th experiment)=aki=1k-11-ai

All tests are independent, and the likelihood that iwill fail is 1-ai, hence the probability that almost all experiments will fail is 1-ai.

P(no successes) =i=11-ai

Substituting the values,

k=1aki=1k-11-ai+i=11-ai=1

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