Solution

ID: past-exam-of-the-year-1-of-the-computer-science-course-of-the-university-of-oxford/2021/discrete-mathematics-continuous-mathematics-and-probability/9/b/iv/solution

For , the success probability is , and the definition of conditional expectation on an event gives
Therefore
At the value is zero because the trial has already ended. At the left absorbing state , conditioning on success would be undefined because it has zero probability. The formula concerns the successful trajectories, so it need not equal the unconditional mean .

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