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Show that 0 ? ai ? 1, i = 1, 2, ..., then

Chapter 3, Problem 12TE

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QUESTION:

Show that \(0 \leq a_{i} \leq 1, i=1,2, \ldots\), then

               \(\sum_{i=1}^{\infty}\left[a_{i} \prod_{j=1}^{i-1}\left(1-a_{j}\right)\right]+\prod_{i=1}^{\infty}\left(1-a_{i}\right)=1\)

Hint: Suppose that an infinite number of coins are to be flipped. Let \(a_i\) be the probability that the ith coin lands on heads, and consider when the first head occurs.

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QUESTION:

Show that \(0 \leq a_{i} \leq 1, i=1,2, \ldots\), then

               \(\sum_{i=1}^{\infty}\left[a_{i} \prod_{j=1}^{i-1}\left(1-a_{j}\right)\right]+\prod_{i=1}^{\infty}\left(1-a_{i}\right)=1\)

Hint: Suppose that an infinite number of coins are to be flipped. Let \(a_i\) be the probability that the ith coin lands on heads, and consider when the first head occurs.

ANSWER:

Step 1 of 2

From the given problem we have:

for

We need prove the above relation.

 

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