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Let E and F be mutually exclusive events in the sample space of an experiment. Suppose that the experiment is repeated until either event E or event F occurs. What does the sample space of this new super experiment look like? Show that the probability that event E occurs before event F is P(E) /[P(E) P(F)] Hint: Argue that the probability that the original experiment is performed n times and E appears on the n th time is P(E) ×(1-p)^n-1 n=1,2, …, where p=P(E) P(F) . Add these probabilities to ge
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