Players A and B take turns in answering trivia questions, starting with player A answering the first question. Each time A answers a question, she has probability $p_1$ of getting it right. Each time B plays, he has probability $p_2$ of getting it right.
Suppose that the first player to answer correctly wins the game (with no predetermined maximum number of questions that can be asked). Find the probability that A wins the game.
Can someone post step-by-step solution? This is a question from Joe Blitzstein's Stat 110 homework question
Solution #$1$:
Let $p$ be the probability that $A$ wins the game.
Then $$p = p_1 + (1-p_1)(1-p_2)p$$ Solve for $p$.
Explanation:
Either $A$ wins on the first question (probability $p_1$), or if not (probability $(1-p_1)$), then if $B$ doesn't win on his first question (probability $(1-p_2))$, player $A$ is effectively at the start of a brand new game, hence the probability of winning from that point is exactly $p$.
Solution #$2$:
$A$ wins on the first question with probability $p_1$.
$A$ wins on $A's$ second question with probability $(1-p_1)(1-p_2)p_1$.
$A$ wins on $A's$ third question with probability $(1-p_1)^2(1-p_2)^2p_1$.
. . .
Thus, the probability that $A$ wins is $$\sum_{n=0}^\infty(r^n)p_1$$ where $r=(1-p_1)(1-p_2)$.
It's the sum of a geometric series. Can you finish it?