From a deck of $52$ cards, cards are picked one by one, randomly and without replacement. What is the probability that no club is extracted before the ace of spades?
I think using total probability for solve this
$$P(B)=P(A_1)P(B\mid A_1)+\ldots+P(A_n)P(B\mid A_n)$$
But I am not sure how to solve this. Can someone help me?
The event that you find $\spadesuit A$ before any $\clubsuit$ is entirely determined by the order in which the $14$ cards $\spadesuit A,\clubsuit A,\clubsuit 2,...,\clubsuit K$ appear in the deck. There are $14!$ possible orderings of these $14$ cards, and each of these orderings are equally likely.
How many of these orderings have $\spadesuit A$ appearing first? The first card must be $\spadesuit A$, there are $13$ choices for the second card, $12$ for the third, and so on, so there are $13!$ such orderings. Therefore, the probability is $13!/14!=\boxed{1/14}$.
Put even more simply: of the fourteen cards $\spadesuit A,\clubsuit A,\clubsuit 2,...,\clubsuit K$, each is equally likely to appear earliest in the deck, so the probability that you find $\spadesuit A$ first is $1/14.$
Added Later: There is also a way to solve this using the law of total probability. We may as well stop dealing cards once the $\spadesuit A$ or any $\clubsuit$ shows up. Let $E_n$ be the event that exactly $n$ cards are dealt. Then $$ P(\spadesuit A\text{ first})=\sum_{n=1}^{39}P(\spadesuit A\text{ first }|E_n)P(E_n) $$ Now, given that the experiment ends on the $n^{th}$ card, we know that the $n^{th}$ card is one of $\spadesuit A,\clubsuit A,\clubsuit 2,...,\clubsuit K$, and none of the previous cards are. Each of these is equally likely (due to the symmetry among the 52 cards), so $P(\spadesuit A\text{ first }|E_n)=1/14$. Therefore, $$ P(\spadesuit A\text{ first})=\sum_{n=1}^{39}\frac1{14}P(E_n)=\frac1{14}\sum_{n=1}^{39}P(E_n)=\frac1{14}\cdot 1, $$ using the fact that the events $E_n$ are mutually exclusive and exhaustive.
I offer one final method which is more direct, but leads to a summation which is difficult to simplify. Let $F_n$ be the event that the $n^{th}$ card is the $\spadesuit A$. Then $$ P(\spadesuit A\text{ first})=\sum_{n=1}^{52}P(\spadesuit A\text{ first }|F_n)P(F_n)=\sum_{n=1}^{52}\frac{\binom{52-n}{13}}{\binom{51}{13}}\cdot\frac1{52} $$ You can simplify this to $1/14$ using the hockey-stick identity: $$\sum_{n=1}^{52}\binom{52-n}{13}=\sum_{m=13}^{51}\binom{m}{13}=\binom{52}{14}$$