Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2023/prelims/mathematics-iii/5/c/solution

In each trial the presence indicators of and are independent Bernoulli random variables, with probabilities and . Independence across trials makes their two entire indicator sequences independent. Let be the number of trials before the first ; then . Among these preceding trials, the indicators are independent with probability .
Thus the count is the random sum from part i, and
An outcome on the stopping trial contributes nothing, because the question counts only outcomes strictly before the first .

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