I came across this question recently and can't seem to find the correct approach. Any help would be appreciated!
An experiment consists of first tossing an unbiased coin and then rolling a fair die.
If we perform this experiment successively, what is the probability of obtaining a heads on the coin before a $1$ or $2$ on the die?
$\mathbb P(\textrm{Heads})=\frac12$
$\mathbb P(1,2)=\frac13$
If $A_i$ represents the event that a $1$ or a $2$ is rolled on the $i^{th}$ toss, then I have to find the following:
$$\bigcup^{\infty}_{i=1}\mathbb P(A_i).$$
But I am not sure how to find this and also incorporate the probability of landing on heads before this... Am I approaching this correctly or should I be assigning random variables and working from there?
This is the probability of no-heads and probability of no-1,2 before than a head appear in $n$ play, where a play is tossing in order first a coin and after a dice.
So a play before the last play (when a head happens) is no-head AND no-1,2. Because the two events are independent one of each other (coin and dice) then we have that the probability for some $n$ that a head happen before a 1 or 2 in the dice is
$$\left(\frac12\cdot\frac46\right)^{n-1}\cdot\frac12$$
because the probability that the dice show something different than one or two is $\frac46$, and the probability than the coin show tail or a head is $\frac12$. Then we have $n-1$ plays where we cant have a head or a 1 or 2, and in the last play we can have in the coin a head (in the dice doesnt matter what we get after we toss the coin).
Then the probability that this happen in any $n$ number of plays is the probability that this happen in one play OR two plays OR three plays OR..., i.e.
$$\sum_{n\ge 1}\left(\frac13\right)^{n-1}\cdot\frac12=\frac12\sum_{n\ge 0}\left(\frac13\right)^n=\frac12\cdot\frac1{1-\frac13}=\frac34$$