Grinstead-Snell-Probability · Problem 4.1.40

Conditional Probability

Mathematics · problem-of-points

Problem

In the problem of points, discussed in the historical remarks in Section 3.2, two players, A and B, play a series of points in a game with player A winning each point with probability pp and player B winning each point with probability q=1−pq = 1 - p. The first player to win NN points wins the game. Assume that N=3N = 3. Let XX be a random variable that has the value 1 if player A wins the series and 0 otherwise. Let YY be a random variable with value the number of points played in a game. Find the distribution of XX and YY when p=1/2p = 1/2. Are XX and YY independent in this case? Answer the same questions for the case p=2/3p = 2/3.

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