Jay has two jobs to do, one after the other. Each attempt at job $i$ takes one hour and is successful with probability $p_i$. If $p_1 = 0.3$ and $p_2 = 0.4$, what is the probability that it will take Jay more than 12 hours to be successful on both jobs?
I don't know how to start on this question, can someone give me some hints to help me start off? Thank you in advance.
To have a clear answer we need the strategy that Jay uses in choosing a job to try. Let's say he tries job $1$ until he succeeds, then tries job $2$. The chance he never gets job $1$ done is $0.7^{12}$. The chance he fails job $1$ the first $i$ times, succeeds on try $i+1$ and never gets job $2$ is $0.7^i\cdot 0.3 \cdot 0.6^{11-i}$ The total chance of failure is then $$0.7^{12}+\sum_{i=0}^{11}0.7^i\cdot 0.3 \cdot 0.6^{11-i}$$