Past exam of the year 1 of the computer science course of the University of Oxford / 2016 / Discrete mathematics, continuous mathematics and probability (resit) / 7 / b / ii

Let $J$ count successful journeys before the first breakdown. The probability of surviving the first $r$ journeys is the tail probability $\mathbb{P}(J\ge r)$. For $d\ge 0$, independence giveswhere again $q=(1-\alpha )(1-\beta )$. For a nonnegative integer-valued random variable, the tail-sum formula follows by writing $J={\sum }_{r\ge 1}{1}_{\{J\ge r\}}$ and interchanging nonnegative sums. ThereforeAs a separate first-day check using the law of total expectation, if $E=\mathbb{E}(J)$, then $E=\alpha \cdot 0+(1-\alpha )\beta \cdot 1+q(2+E)$. Solving gives the same finite value. This counts only successful journeys, excluding the failed journey.