INFINITE SAMPLE

SPACES
DISCRETE STRUCTURES II
DARRYL HILL
BASED ON THE TEXTBOOK:
DISCRETE STRUCTURES FOR COMPUTER SCIENCE: COUNTING,
RECURSION, AND PROBABILITY
BY MICHIEL SMID
 ROSENCRANTZ AND
GUILDENSTERN ARE DEAD
GUILDENSTERN: Heads.
He keeps flipping the coin.
Heads … Heads … Heads … Heads … Heads … Heads … Heads … Heads … Heads …
Heads … Heads … Heads … Heads … Heads … Heads … Heads … Heads … Heads …
…
GUILDENSTERN: A weaker man might be moved to reexamine his faith. If for nothing
else at least in the law of probability.
He flips another coin to Rosencrantz.

ROSENCRANTZ: Heads.
𝑆: Sample space Take a fair coin, flip this coin until it comes up 𝐻 for
the first time.
Pr 𝑥 : 𝑥 ∈ 𝑆 → 0,1
Observe all coin flips are independent.
σ𝑤∈𝑆 Pr 𝑤 = 1
Sample space 𝑆 = 𝐻, 𝑇𝐻, 𝑇𝑇𝐻,𝑃 𝑇𝑇𝑇𝐻, …
Up until now, all sample spaces have = {𝑇 𝑛 𝐻: 𝑛 ≥10}
been finite sets.
Pr 𝑇 𝑛 𝐻
However, there can be sample spaces
that are infinite sets… = Pr(𝑓1 = 𝑇 ∧ 𝑓2 = 𝑇 ∧ ⋯ ∧ 𝑓𝑛 = 𝑇 ∧ 𝑓𝑛+1 = 𝐻)

S T T T H
𝑆: Sample space Pr 𝑇 𝑛 𝐻
Pr 𝑥 : 𝑥 ∈ 𝑆 → 0,1 = Pr 𝑓1 = 𝑇 ∧ 𝑓2 = 𝑇 ∧ ⋯ ∧ 𝑓𝑛 = 𝑇 ∧ 𝑓𝑛+1 = 𝐻
= Pr 𝑓1 = 𝑇 ⋅ Pr 𝑓2 = 𝑇 ⋅ … ⋅ Pr 𝑓𝑛+1 = 𝐻
σ𝑤∈𝑆 Pr 𝑤 = 1
1
𝑛+1
𝑃1
Fair coin, flip until it comes up 𝐻 =
2

All coin flips are independent.

𝑆 = 𝐻, 𝑇𝐻, 𝑇𝑇𝐻, 𝑇𝑇𝑇𝐻, … We know that the sample space of probabilities must
= {𝑇 𝑛 𝐻: 𝑛 ≥ 0}
sum to 1. And yet there are infinitely many outcomes.

S T T T H
Infinite Series:
To define it for infinity we use
Given an infinite sequence 𝑎0 , 𝑎1 , 𝑎2 , … of 𝑁
real numbers, we want to define the sum
lim ෍ 𝑎𝑛
of these numbers. 𝑁→∞
𝑛=0
𝑃1
We know if there are finite many (say 𝑁 If the limit exists, then we can write it as
numbers in the sequence), then we can
define the sum by:
𝑁 ∞

𝑁
lim ෍ 𝑎𝑛 = ෍ 𝑎𝑛
𝑁→∞
𝑛=0 𝑛=0
෍ 𝑎𝑛
𝑛=0
 Infinite Series: 𝑎0 , 𝑎1 , 𝑎2 , … real numbers
Then
𝑁 ∞
∞ 𝑁
1 − 𝑥 𝑁+1
lim ෍ 𝑎𝑛 = ෍ 𝑎𝑛
𝑁→∞ ෍ 𝑥 𝑛 = lim ෍ 𝑥 𝑛 = lim
𝑛=0 𝑛=0 𝑁→∞ 𝑁→∞ 1 − 𝑥
𝑛=0 𝑛=0
𝑃1
(if the limit exists)
We can prove this using induction on 𝑁,
however, there is another way to prove
Consider a series where we define each term this.
𝑎𝑛 as:
1 − 𝑥 𝑁+1
𝑎𝑛 = 𝑥 𝑛 , 0 < 𝑥 < 1 1 + 𝑥 + 𝑥2 + 𝑥3 + ⋯ + 𝑥𝑁 =
1−𝑥

Multiply left and right by (1 − 𝑥):

 Infinite Series: 𝑎0 , 𝑎1 , 𝑎2 , … real numbers
Multiply left and right by (1 − 𝑥):
𝑁 ∞
1 − 𝑥 𝑁+1
lim ෍ 𝑎𝑛 = ෍ 𝑎𝑛 (1 − 𝑥)(1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ + 𝑥 𝑁 ) =
𝑁→∞ 1−𝑥
𝑛=0 𝑛=0

(if the limit exists) (1 − 𝑥)(1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ + 𝑥 𝑁 ) = 1 − 𝑥 𝑁+1

Take the LHS:

Consider a series where we define each term 2 + 𝑥 3 + ⋯ + 𝑥 𝑁−1 + 𝑥 𝑁
𝑎𝑛 as: LHS = 1 + 𝑥 + 𝑥
−𝑥 − 𝑥 2 − 𝑥 3 − ⋯ − 𝑥 𝑁−1 − 𝑥 𝑁 − 𝑥 𝑁+1
𝑎𝑛 = 𝑥 𝑛 , 0 < 𝑥 < 1
 Infinite Series: 𝑎0 , 𝑎1 , 𝑎2 , … real numbers
Multiply left and right by (1 − 𝑥):
𝑁 ∞
1 − 𝑥 𝑁+1
lim ෍ 𝑎𝑛 = ෍ 𝑎𝑛 1 − 𝑥 (1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ + 𝑥 𝑁 ) =
𝑁→∞ 1−𝑥
𝑛=0 𝑛=0

(if the limit exists) (1 − 𝑥)(1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ + 𝑥 𝑁 ) = 1 − 𝑥 𝑁+1

Take the LHS:

Consider a series where we define each term 2 + 𝑥 3 + ⋯ + 𝑥 𝑁−1 + 𝑥 𝑁
𝑎𝑛 as: LHS = 1 + 𝑥 + 𝑥
−𝑥 − 𝑥 2 − 𝑥 3 − ⋯ − 𝑥 𝑁−1 − 𝑥 𝑁 − 𝑥 𝑁+1
𝑛 = 1 − 𝑥 𝑁+1
𝑎𝑛 = 𝑥 , 0 < 𝑥 < 1
And

RHS = 1 − 𝑥 𝑁+1
 Infinite Series: 𝑎0 , 𝑎1 , 𝑎2 , … real numbers
For 0 < 𝑥 < 1:
𝑁 ∞

lim ෍ 𝑎𝑛 = ෍ 𝑎𝑛
𝑁→∞ lim 𝑥 𝑁+1 = 0
𝑛=0 𝑛=0 𝑁→∞
𝑃1
(if the limit exists) Thus:

1 − 𝑥 𝑁+1 1
lim =
𝑁→∞ 1 − 𝑥 1−𝑥
For 0 < 𝑥 < 1:
And
∞ 𝑁 ∞
1 − 𝑥 𝑁+1 1
෍ 𝑥 𝑛 = lim ෍ 𝑥 𝑛 = lim ෍ 𝑥𝑛 =
𝑁→∞ 𝑁→∞ 1−𝑥 1−𝑥
𝑛=0 𝑛=0 𝑛=0
Infinite Series:
1
We can test this out for 𝑥 = :
2
For 0 < 𝑥 < 1:
∞ 𝑛
∞ 1 1 1 1 1
1 ෍ =1+ + + …= =2
෍ 𝑥𝑛 = 2 2 4 8 1
1−
𝑛=0
1−𝑥 𝑛=0 𝑃1 2

We can visually see this:

1 1 1 1
0 1 2 4 8 16 2

Assume this is a line of length 2.

Fair coin, flip until it comes up 𝐻
𝑛+1
𝑛
1
All coin flips are independent. Pr 𝑇 𝐻 =
2
𝑆 = 𝐻, 𝑇𝐻, 𝑇𝑇𝐻, 𝑇𝑇𝑇𝐻, …
= {𝑇 𝑛 𝐻: 𝑛 ≥ 0} To sum all probabilities in the sample space 𝑆:
𝑃1
For 0 < 𝑥 < 1: ∞ ∞ 𝑛+1
1
෍ Pr 𝑇 𝑛 𝐻 = ෍
∞ 𝑛=0 𝑛=0 2
1
෍ 𝑥𝑛 =
1−𝑥 1 ∞1
𝑛
𝑛=0
= ෍
2 𝑛=0 2

T T T H 1
= ⋅
1 1
= ⋅2=1
2 1− 1 2
2
Fair coin, flip until it comes up 𝐻 Can also think of it as:
Pr 𝑇 𝑛 𝐻 = Pr 𝑇 𝑛
⋅ Pr(𝐻), and thus
All coin flips are independent.
𝑆 = 𝐻, 𝑇𝐻, 𝑇𝑇𝐻, 𝑇𝑇𝑇𝐻, … ∞ ∞
= {𝑇 𝑛 𝐻: 𝑛 ≥ 0} ෍ Pr 𝑇 𝑛 𝐻 = ෍ Pr 𝑇 𝑛
⋅ Pr(𝐻)
𝑛=0 𝑛=0
𝑃1
For 0 < 𝑥 < 1: ∞
= Pr 𝐻 ⋅ ෍ Pr 𝑇 𝑛
∞ 𝑛=0
1
෍ 𝑥𝑛 = 𝑛
1−𝑥 1 1 ∞
𝑛=0 = ⋅෍
2 𝑛=0 2

T T T H 1 1 1
= ⋅ = ⋅2=1
2 1− 1 2
2
Fair coin, flip until it comes up 𝐻 We may also think of it like this:

All coin flips are independent.

෍ Pr(𝑋)
𝑆 = 𝐻, 𝑇𝐻, 𝑇𝑇𝐻, 𝑇𝑇𝑇𝐻, … 𝑥∈𝑆
= {𝑇 𝑛 𝐻: 𝑛 ≥ 0}
𝑃1
For 0 < 𝑥 < 1: = Pr 𝐻 + Pr 𝑇𝐻 + Pr 𝑇𝑇𝐻 + Pr 𝑇𝑇𝑇𝐻 + ⋯
∞
1
෍ 𝑥𝑛 = 1 1 1 1
1−𝑥 = + + + +⋯
𝑛=0 2 4 8 16

=1

T T T H
 For 0 < 𝑥 < 1: Who do we think should win this game?
∞ (This does not seem very fair.)
1
෍ 𝑥𝑛 =
1−𝑥
𝑛=0
The sample space 𝑆 = {T n H: n ≥ 0}
Consider a game: fair coin and players 𝑃1
𝑃1
and 𝑃2 take turns flipping the coin. (First time heads is flipped the game ends.)
The first player to flip heads wins.

Let event 𝐴 = 𝑃1 wins. What outcomes does 𝐴

contain?

𝑃1 =T 𝑃2 =T 𝑃1 =T 𝑃2 = H
Every element of 𝑆 where 𝑛 is an even number.
 For 0 < 𝑥 < 1: Let event 𝐴 = 𝑃1 wins.
∞ 𝐴 = {𝐻, 𝑇𝑇𝐻, 𝑇𝑇𝑇𝑇𝐻, 𝑇𝑇𝑇𝑇𝑇𝑇𝐻, … }
1
෍ 𝑥𝑛 = 𝐴 = {𝑇 2𝑚 𝐻: 𝑚 ≥ 0}
1−𝑥
𝑛=0

Consider a game: fair coin and players 𝑃1

and 𝑃2 take turns flipping the coin.
The first player to flip heads wins.
The sample space 𝑆 = {T n H: n
𝑃1
Recall the Pr 𝐴 = σ𝑤∈𝐴 Pr(𝑤), thus we
sum the individual probabilities of each
outcome (and there are infinitely many).
≥ 0}
∞

෍ Pr(𝑇 2𝑚 𝐻)
𝑃1 =T 𝑃2 =T 𝑃1 =T 𝑃2 = H
𝑚=0
Each coin flip is independent…
 For 0 < 𝑥 < 1: The product of each outcome is the product of
∞ the probabilities of the coin flips.
𝑛
1
෍𝑥 =
1−𝑥
𝑛=0 ∞ ∞

Consider a game: fair coin and players 𝑃1

𝑃1 2𝑚 ⋅ Pr(𝐻)
෍ Pr(𝑇 2𝑚 𝐻) = ෍ Pr(𝑇)
𝑚=0 𝑚=0
and 𝑃2 take turns flipping the coin.
The first player to flip heads wins. ∞

= ෍ Pr 𝑇 ⋅ Pr 𝑇 ⋅ … Pr(𝑇) ⋅ Pr(𝐻)
The sample space 𝑆 = {T n H: n ≥ 0}
𝑚=0

∞ ∞ ∞ 2𝑚+1
෍ Pr(𝑇 2𝑚 𝐻) 2𝑚
1
= ෍ Pr(𝑇) ⋅ Pr(𝐻) = ෍
𝑚=0 2
𝑚=0 𝑚=0
 For 0 < 𝑥 < 1: The product of each outcome is the product of
∞ the probabilities of the coin flips.
𝑛
1
෍𝑥 =
1−𝑥
𝑛=0 ∞ ∞ 2𝑚+1
1
Consider a game: fair coin and players 𝑃1 ෍ Pr(𝑇 𝐻) = ෍ 𝑃1
2𝑚
2
𝑚=0 𝑚=0
and 𝑃2 take turns flipping the coin.
The first player to flip heads wins. ∞ 2𝑚 ∞ 𝑚
1 1 1 1 1
= ෍ ⋅ = ෍ ⋅
The sample space 𝑆 = {T n H: n ≥ 0} 2 2 2 2 2
𝑚=0 𝑚=0

∞ ∞ 𝑚
෍ Pr(𝑇 2𝑚 𝐻) 1 1 1 1 1 4 2
= ෍ = ⋅ = ⋅ =
𝑚=0 2 4
𝑚=0
2 1−1 2 3 3
4
 2
For 0 < 𝑥 < 1: Pr 𝑃𝑙𝑎𝑦𝑒𝑟 1 𝑤𝑖𝑛𝑠 =
3

∞ 1
1 Pr 𝑃𝑙𝑎𝑦𝑒𝑟 2 𝑤𝑖𝑛𝑠 =
𝑛 3
෍𝑥 =
1−𝑥
𝑛=0
∞ ∞ 2𝑚+2
Consider a game: fair coin and players 𝑃1 ෍ Pr(𝑇 2𝑚+1 𝑃
𝐻) = ෍1
1
2
𝑚=0 𝑚=0
and 𝑃2 take turns flipping the coin.
The first player to flip heads wins. ∞ 2𝑚 2 ∞ 𝑚
1 1 1 1 1
The sample space 𝑆 = {T n H: n ≥ 0} ෍ = ෍ ⋅
2 2 4 2 2
𝑚=0 𝑚=0

∞
∞ 𝑚
෍ Pr(𝑇 2𝑚 𝐻) 1 1 1 1 1 4 1
= ෍ = ⋅ = ⋅ =
𝑚=0 4 4 4 1− 1 4 3 3
𝑚=0 4
 What do these outcomes of 𝑆 look like?
New game: fair coin and players 𝑃1
𝑇𝑇𝑇𝑯 𝑇𝑇𝑯 or
and 𝑃2 take turns flipping the coin.
𝑯 𝑇𝑇𝑇𝑯 or
The second player to flip heads wins.
𝑇𝑇𝑇𝑇𝑇𝑇𝑯 𝑇𝑇𝑇𝑇𝑇𝑇𝑯 or
𝐴 = 𝑃1 wins
𝑯𝑯 𝑃1
What is Pr(𝐴)?
Also, who has a higher chance of
The sample space 𝑆 = {T n 𝐇T m 𝐇, : n ≥ 0, 𝑚 ≥ 0}
winning, 𝑃1 or 𝑃2 ?

For player 1 to win, the second head must be on an

even flip.
 The sample space 𝑆 = {T n HT m H, : n ≥ 0, 𝑚 ≥ 0}
New game: fair coin and players 𝑃1
and 𝑃2 take turns flipping the coin.
For player 1 to win, the second head must be on an
The second player to flip heads wins.
odd flip.
𝐴 = 𝑃1 wins 𝑃1
What is Pr(𝐴)?
Thus 𝑛 + 1 + 𝑚 must be an even number.
Also, who has a higher chance of
winning, 𝑃1 or 𝑃2 ?
If player 1 flips first head, then 𝑛 is an even number.
That implies that 𝑚 is odd.
If player 2 flips first head, then 𝑛 is an odd number,
and 𝑚 must be even.
 The sample space 𝑆 = {T n HT m H, : n ≥ 0, 𝑚 ≥ 0}
New game: fair coin and players 𝑃1
and 𝑃2 take turns flipping the coin.
For player 1 to win, the second head must be on an
The second player to flip heads wins.
odd flip.
𝐴 = 𝑃1 wins 𝑃1
What is Pr(𝐴)?
Thus 𝑛 + 1 + 𝑚 must be an even number.
Also, who has a higher chance of
winning, 𝑃1 or 𝑃2 ?
Let 𝐴1 = 𝑃1 wins and 𝑛 is odd

Let 𝐴2 = 𝑃1 wins and 𝑚 is odd

 Observe that 𝐴1 and 𝐴2 are disjoint. Thus:
New game: fair coin and players 𝑃1
Pr 𝐴 = Pr 𝐴1 + Pr(𝐴2 )
and 𝑃2 take turns flipping the coin.
As before, coin flips are independent. To determine
The second player to flip heads wins.
𝐴1 we can rewrite 𝑚 = 2𝑘 since it is even and 𝑛 =
𝐴 = 𝑃1 wins
2𝑗 + 1 since it is odd. Thus: 𝑃1
What is Pr(𝐴)?
𝑆 = {T n HT m H, : n ≥ 0, 𝑚 ≥ 0} ∞ ∞

Pr 𝐴1 = ෍ ෍ Pr(T 2j+1 HT 2k H)
𝐴1 = 𝑃1 wins and 𝑛 is odd
𝑗=0 𝑘=0
𝐴2 = 𝑃1 wins and 𝑚 is odd
∞ ∞ 2𝑗+2𝑘+3
1
=෍෍
2
𝑗=0 𝑘=0
New game: fair coin and players 𝑃1 ∞ ∞ 2𝑗+2𝑘+3
1
Pr 𝐴1 = ෍෍
and 𝑃2 take turns flipping the coin. 2
𝑗=0 𝑘=0
The second player to flip heads wins.
∞ 2𝑗+3 ∞ 2𝑘
𝐴 = 𝑃1 wins
=෍
1
෍
𝑃1
1
What is Pr(𝐴)? 2 2
𝑗=0 𝑘=0
𝑆 = {T n HT m H, : n ≥ 0, 𝑚 ≥ 0}
3 ∞ 2𝑗 ∞ 2𝑘
𝐴1 = 𝑃1 wins and 𝑛 is odd 1 1 1
= ෍ ෍
2 2 2
𝐴2 = 𝑃1 wins and 𝑚 is odd 𝑗=0 𝑘=0

∞ 𝑗 ∞ 𝑘
1 1 1
= ෍ ෍
8 4 4
𝑗=0 𝑘=0
New game: fair coin and players 𝑃1 ∞ 𝑗 ∞ 𝑘
1 1 1
Pr 𝐴1 = ෍ ෍
and 𝑃2 take turns flipping the coin. 8 4 4
𝑗=0 𝑘=0
The second player to flip heads wins.
∞ 𝑗
𝐴 = 𝑃1 wins 1
= ෍
1
⋅
𝑃11
What is Pr(𝐴)? 8 4 1
𝑗=0 1−
4
𝑆 = {T n HT m H, : n ≥ 0, 𝑚 ≥ 0}
𝐴1 = 𝑃1 wins and 𝑛 is odd 1 1 1
= ⋅ ⋅
8 1− 1−1
1
𝐴2 = 𝑃1 wins and 𝑚 is odd 4 4
∞ 1 4 4 16 2
1 = ⋅ ⋅ = =
෍ 𝑥𝑛 = ,0 < 𝑥 < 1 8 3 3 72 9
1−𝑥
𝑛=0
 To determine 𝐴2 we can rewrite 𝑚 = 2𝑘 + 1 since
New game: fair coin and players 𝑃1
it is odd and 𝑛 = 2𝑗 since it is even. Thus:
and 𝑃2 take turns flipping the coin.
The second player to flip heads wins. ∞ ∞

Pr 𝐴2 = ෍ ෍ Pr(T 2j HT 2k+1 H)
𝐴 = 𝑃1 wins
𝑗=0 𝑘=0 𝑃1
What is Pr(𝐴)?
∞ ∞ 2𝑗+2𝑘+3
𝑆= {T n HT m H, : n ≥ 0, 𝑚 ≥ 0} 1
=෍෍
𝐴1 = 𝑃1 wins and 𝑛 is odd 2
𝑗=0 𝑘=0
𝐴2 = 𝑃1 wins and 𝑚 is odd 2
=
9
 Pr 𝐴 = Pr 𝐴1 + Pr 𝐴2
New game: fair coin and players 𝑃1
2 2
and 𝑃2 take turns flipping the coin. = +
9 9
The second player to flip heads wins.
4
=
𝐴 = 𝑃1 wins 9 𝑃1
What is Pr(𝐴)?
𝑆 = {T n HT m H, : n ≥ 0, 𝑚 ≥ 0} 4
Thus the probability that 𝑃1 wins is now , and thus
9
𝐴1 = 𝑃1 wins and 𝑛 is odd
5
𝐴2 = 𝑃1 wins and 𝑚 is odd the probability that 𝑃2 wins is . So the odds have
9

shifted into player 2’s favour, as we suspected.

 Fair coin, players 𝑃1 and 𝑃2 take turns The sample space 𝑆 = {T n HT m H, : n ≥ 0, 𝑚 ≥ 0}
flipping the coin. First player to flip 𝑇 … 𝑇𝐻𝑇 … 𝑇𝐻
heads wins. For 𝑖, 𝑗 ∈ {1,2}:
Events: 𝐵𝑖𝑗 = 𝑃𝑖 starts, 𝑃𝑗 wins However, we can think of this game as 2 rounds of
2 the first game (where the first player to flip 𝐻 wins).
Pr 𝐵11 = Pr 𝐵22 =
Pr 𝐵12 = Pr 𝐵21 =
3
1 𝑃1
3 Round 1 ends once the first 𝐻 is flipped.
Round 2 ends once the second 𝐻 is flipped.
Same game: fair coin and players 𝑃1 and 𝑃2
take turns flipping the coin. Whoever wins round 1, the other player starts
round 2.
The second player to flip heads wins.
𝐴 = 𝑃1 wins
We will look at an easier way to determine
Pr 𝐴 .
 The sample space 𝑆 = {T n HT m H, : n ≥ 0, 𝑚 ≥ 0}
Fair coin, players 𝑃1 and 𝑃2 take
turns flipping the coin. For 𝑖, 𝑗 ∈ The game can go one of four ways. 𝑃1 starts, then:
{1,2}:
Events: 𝐵𝑖𝑗 = 𝑃𝑖 starts, 𝑃𝑗 wins
Pr 𝐵11 = Pr 𝐵22 =
2 𝑃1 wins first round and 𝑃1 wins second round

Pr 𝐵12 = Pr 𝐵21 =
3
1 𝑃1second round
𝑃1 wins first round and 𝑃2 wins
3
Same game: fair coin and players 𝑃1 and 𝑃2
𝑃2 wins first round and 𝑃1 wins second round
take turns flipping the coin.
𝑃2 wins first round and 𝑃2 wins second round
The second player to flip heads wins.
𝐴 is the event where 𝑃1 wins.
𝐴 = 𝑃1 wins
Thus 𝐴 =
We will look at an easier way to determine
(𝑃1 wins first round and 𝑃1 wins second round) or
Pr 𝐴 .
(𝑃2 wins first round and 𝑃1 wins second round).
 Can split 𝐴 into 2 events based on the or:
Fair coin, players 𝑃1 and 𝑃2 take turns
flipping the coin. For 𝑖, 𝑗 ∈ {1,2}:
Events: 𝐵𝑖𝑗 = 𝑃𝑖 starts, 𝑃𝑗 wins Let 𝐴1 = 𝑃1 wins first round and 𝑃1 wins second
2
Pr 𝐵11 = Pr 𝐵22 =
3
1
round
Pr 𝐵12 = Pr 𝐵21 =
3 𝑃1 𝑃1 wins second
Let 𝐴2 = 𝑃2 wins first round and
Same game: fair coin and players 𝑃1 and 𝑃2
round
take turns flipping the coin.
𝐴 ↔ 𝐴1 or 𝐴2
The second player to flip heads wins.
𝐴1 and 𝐴2 are disjoint events, thus we can use the
𝐴 = 𝑃1 wins
sum rule.
We will look at an easier way to determine
Pr 𝐴 = Pr 𝐴1 + Pr 𝐴2
Pr 𝐴 .
 Fair coin, players 𝑃1 and 𝑃2 take We can rewrite 𝐴1 and 𝐴2 in terms of 𝐵𝑖𝑗 .
turns flipping the coin. For 𝑖, 𝑗 ∈ 𝐴1 = 𝑃1 wins first and 𝑃1 wins second
{1,2}:
Events: 𝐵𝑖𝑗 = 𝑃𝑖 starts, 𝑃𝑗 wins
2
Pr 𝐵11 = Pr 𝐵22 = 𝐴1 ↔ 𝑃1 starts the 1st round, and
This is
Pr 𝐵12 = Pr 𝐵21 =
3
1
𝑃1 wins the 1st
𝑃
round, and1 event 𝐵11 .
3
Same game: fair coin and players 𝑃1 and 𝑃2
𝑃2 starts the 2nd round, and This is
take turns flipping the coin.
𝑃1 wins the 1st round. event 𝐵21 .
The second player to flip heads wins.
𝐴 = 𝑃1 wins
We will look at an easier way to determine Thus:

Pr 𝐴 . 𝐴1 = 𝐵11 and 𝐵21 = 𝐵11 ∧ 𝐵22

 Fair coin, players 𝑃1 and 𝑃2 take turns 𝐴1 = 𝐵11 ∧ 𝐵21
flipping the coin. For 𝑖, 𝑗 ∈ {1,2}:
Events: 𝐵𝑖𝑗 = 𝑃𝑖 starts, 𝑃𝑗 wins
2
Pr 𝐵11 = Pr 𝐵22 = Are B11 and B21 independent?
3
1
Pr 𝐵12 = Pr 𝐵21 =
3 𝑃1
Since, in our game, these events do not have any
Same game: fair coin and players 𝑃1 and 𝑃2 coin flips in common, and the coin flips are
take turns flipping the coin. independent, they are independent events.
The second player to flip heads wins.
Pr 𝐴1 = Pr 𝐵11 ∧ 𝐵21
𝐴 = 𝑃1 wins Pr 𝐴1 = Pr 𝐵11 ) ⋅ Pr(𝐵21
We will look at an easier way to determine 2 1
= ⋅
3 3
Pr 𝐴 . 2
=
9
 Fair coin, players 𝑃1 and 𝑃2 take turns We can rewrite 𝐴1 and 𝐴2 in terms of 𝐵𝑖𝑗 .
flipping the coin. For 𝑖, 𝑗 ∈ {1,2}: 𝐴2 = 𝑃2 wins first and 𝑃1 wins second
Events: 𝐵𝑖𝑗 = 𝑃𝑖 starts, 𝑃𝑗 wins
2
Pr 𝐵11 = Pr 𝐵22 =
3
1 𝐴2 ↔ 𝑃1 starts the 1st round, and
Pr 𝐵12 = Pr 𝐵21 = This is
3
𝑃2 wins the 1st
𝑃
round, and1 event 𝐵12 .
Same game: fair coin and players 𝑃1 and 𝑃2
𝑃1 starts the 2nd round, and This is
take turns flipping the coin.
𝑃1 wins the 1st round. event 𝐵11 .
The second player to flip heads wins.
𝐴 = 𝑃1 wins
We will look at an easier way to determine Thus:

Pr 𝐴 . 𝐴2 = 𝐵12 and 𝐵11 = 𝐵12 ∧ 𝐵11

 Fair coin, players 𝑃1 and 𝑃2 take 𝐴2 = 𝐵12 ∧ 𝐵11
turns flipping the coin. For 𝑖, 𝑗 ∈
{1,2}:
Events: 𝐵𝑖𝑗 = 𝑃𝑖 starts, 𝑃𝑗 wins Are B11 and B12 independent?
2
Pr 𝐵11 = Pr 𝐵22 =
Pr 𝐵12 = Pr 𝐵21 =
3
1 𝑃1
3 Since, in our game, these events do not have any
Same game: fair coin and players 𝑃1 and 𝑃2 coin flips in common, and the coin flips are
take turns flipping the coin. independent, they are independent events.
The second player to flip heads wins.
Pr 𝐴2 = Pr 𝐵12 ∧ 𝐵11
𝐴 = 𝑃1 wins Pr 𝐴2 = Pr 𝐵12 ) ⋅ Pr(𝐵11
We will look at an easier way to determine 2 1
= ⋅
3 3
Pr 𝐴 . 2
=
9
 Fair coin, players 𝑃1 and 𝑃2 take turns
flipping the coin. For 𝑖, 𝑗 ∈ {1,2}: Pr 𝐴1 = Pr B11 ∧ B21 = Pr 𝐵11 ⋅ Pr 𝐵21
Events: 𝐵𝑖𝑗 = 𝑃𝑖 starts, 𝑃𝑗 wins 2 1 2
2 = ⋅ =
Pr 𝐵11 = Pr 𝐵22 = 3 3 9
3
1
Pr 𝐵12 = Pr 𝐵21 =
3 𝑃1
Same game: fair coin and players 𝑃1 and 𝑃2 Pr 𝐴2 = Pr B12 ∧ B11 = Pr 𝐵12 ⋅ Pr 𝐵11
take turns flipping the coin. 1 2 2
= ⋅ =
The second player to flip heads wins. 3 3 9
𝐴 = 𝑃1 wins
We will look at an easier way to determine Pr 𝐴 = Pr 𝐴1 + Pr 𝐴2
Pr 𝐴 .
1 2 4
+ =
9 9 9
 𝐴? = 𝐵1? ∧ 𝐵?? ∧ 𝐵?1
Fair coin, players 𝑃1 and 𝑃2 take
turns flipping the coin. For 𝑖, 𝑗 ∈ The term in the middle will determine the other
{1,2}: two values. So the number of terms is the number
Events: 𝐵𝑖𝑗 = 𝑃𝑖 starts, 𝑃𝑗 wins
Pr 𝐵11 = Pr 𝐵22 =
2 of ways we can write the term in the middle.
𝐴1 = 𝐵12 ∧ 𝐵11 ∧𝑃𝐵
3
Pr 𝐵12 = Pr 𝐵21 =
1 121
3
Same game: fair coin and players 𝑃1 and 𝑃2
𝐴2 = 𝐵12 ∧ 𝐵12 ∧ 𝐵11
take turns flipping the coin.
𝐴3 = 𝐵11 ∧ 𝐵21 ∧ 𝐵21
The third player to flip heads wins.
𝐴4 = 𝐵11 ∧ 𝐵22 ∧ 𝐵11
𝐴 = 𝑃1 wins
 𝐴1 = 𝐵12 ∧ 𝐵11 ∧ 𝐵21
Fair coin, players 𝑃1 and 𝑃2 take turns
flipping the coin. For 𝑖, 𝑗 ∈ {1,2}: Pr 𝐴1 = Pr 𝐵12 ⋅ Pr 𝐵11 ⋅ Pr 𝐵21
Events: 𝐵𝑖𝑗 = 𝑃𝑖 starts, 𝑃𝑗 wins
2 1 2 1 2
Pr 𝐵11 = Pr 𝐵22 = = ⋅ ⋅ =
3
1
3 3 3 27
Pr 𝐵12 = Pr 𝐵21 =
3 𝑃1
Same game: fair coin and players 𝑃1 and 𝑃2 𝐴2 = 𝐵12 ∧ 𝐵12 ∧ 𝐵11
take turns flipping the coin. Pr 𝐴2 = Pr 𝐵12 ⋅ Pr 𝐵12 ⋅ Pr 𝐵11
The third player to flip heads wins.
1 1 2 2
𝐴 = 𝑃1 wins = ⋅ ⋅ =
3 3 3 27
 𝐴3 = 𝐵11 ∧ 𝐵21 ∧ 𝐵21
Fair coin, players 𝑃1 and 𝑃2 take turns
flipping the coin. For 𝑖, 𝑗 ∈ {1,2}: Pr 𝐴3 = Pr 𝐵11 ⋅ Pr 𝐵21 ⋅ Pr 𝐵21
Events: 𝐵𝑖𝑗 = 𝑃𝑖 starts, 𝑃𝑗 wins
2 2 1 1 2
Pr 𝐵11 = Pr 𝐵22 = = ⋅ ⋅ =
3
1
3 3 3 27
Pr 𝐵12 = Pr 𝐵21 =
3 𝑃1
Same game: fair coin and players 𝑃1 and 𝑃2 𝐴4 = 𝐵11 ∧ 𝐵22 ∧ 𝐵11
take turns flipping the coin. Pr 𝐴4 = Pr 𝐵11 ⋅ Pr 𝐵22 ⋅ Pr 𝐵11
The third player to flip heads wins.
2 2 2 8
𝐴 = 𝑃1 wins = ⋅ ⋅ =
3 3 3 27
 Pr 𝐴 = Pr 𝐴1 ∨ 𝐴2 ∨ 𝐴3 ∨ 𝐴4
Fair coin, players 𝑃1 and 𝑃2 take turns
flipping the coin. For 𝑖, 𝑗 ∈ {1,2}: = Pr 𝐴1 + Pr 𝐴2 + Pr 𝐴3 + Pr 𝐴4
Events: 𝐵𝑖𝑗 = 𝑃𝑖 starts, 𝑃𝑗 wins
2 2 2 2 8
Pr 𝐵11 = Pr 𝐵22 = = + + +
3
1
27 27 27 27
Pr 𝐵12 = Pr 𝐵21 =
3
14 𝑃1
Same game: fair coin and players 𝑃1 and 𝑃2
=
27
take turns flipping the coin.
The third player to flip heads wins.
𝐴 = 𝑃1 wins
 To compute the probability of winning and losing,
Craps is a game where you roll two
dice and bet on the outcome. we need to first determine:
• probability that we roll 9 on a single roll,
We will focus on one scenario:
• probability that we roll 7 on a single roll, and
On your "come-out" roll you roll a 9 𝑃1 7 nor 9 on a
• probability that we roll neither
on two dice.
single roll
Now you must keep rolling 2 dice
until you either roll 9 again, in which
case you win, or you roll a 7, in which
case the house wins (you lose).

What is the probability that you win?

What is the probability that you lose?
This Photo by Unknown Author is
licensed under CC BY-SA-NC
 Let 𝑅9 be the event that we roll a 9 on a single roll.
Craps is a game where you roll two
dice and bet on the outcome. Let 𝑅7 be the event that we roll a 7 on a single roll.

We will focus on one scenario:

𝑅8
On your "come-out" roll you roll a 9 Pr 𝑅9 = 𝑃
𝑆 1
on two dice.
𝑆 = 36
Now you must keep rolling 2 dice
𝑅9 = 3, 6 , 4, 5 , 5, 4 , 6, 3
until you either roll 9 again, in which
case you win, or you roll a 7, in which 𝑅9 4 1
case the house wins (you lose). Pr 𝑅9 = = =
𝑆 36 9
What is the probability that you win?
What is the probability that you lose?
 Let 𝑅9 be the event that we roll a 9 on a single roll.
Craps is a game where you roll two
dice and bet on the outcome. Let 𝑅7 be the event that we roll a 7 on a single roll.

We will focus on one scenario:

𝑅7
On your "come-out" roll you roll a 9 Pr 𝑅7 = 𝑃
𝑆 1
on two dice.
𝑆 = 36
Now you must keep rolling 2 dice
𝑅7 = 1, 6 , 2, 5 , 3, 4 , 4, 3 , 5, 2 , (6, 1)
until you either roll 9 again, in which
case you win, or you roll a 7, in which 𝑅7 6 1
case the house wins (you lose). Pr 𝑅7 = = =
𝑆 36 6
What is the probability that you win?
What is the probability that you lose?
 Let 𝑅9 be the event that we roll a 9 on a single roll.
Craps is a game where you roll two
dice and bet on the outcome. Let 𝑅7 be the event that we roll a 7 on a single roll.
Pr 𝑅7 ∪ 𝑅9 = ?
We will focus on one scenario:
Pr 𝑅7 ∪ 𝑅9 = 1 − Pr 𝑅7 ∪ 𝑅9
On your "come-out" roll you roll a 9
= 1 − Pr 𝑅7
𝑃
∪ 𝑅1 .
on two dice. 9

Since 𝑅7 and 𝑅9 are disjoint events we can use the

Now you must keep rolling 2 dice
until you either roll 9 again, in which sum rule.
case you win, or you roll a 7, in which Pr 𝑅7 ∪ 𝑅9 = 1 − Pr 𝑅7 ∪ 𝑅9
case the house wins (you lose).
= 1 − Pr 𝑅7 − Pr 𝑅9
What is the probability that you win?
What is the probability that you lose?
 Let 𝑅9 be the event that we roll a 9 on a single roll.
Craps is a game where you roll two
dice and bet on the outcome. Let 𝑅7 be the event that we roll a 7 on a single roll.
Pr 𝑅7 ∪ 𝑅9 = 1 − Pr 𝑅7 ∪ 𝑅9
We will focus on one scenario:
= 1 − Pr 𝑅7 − Pr 𝑅9
On your "come-out" roll you roll a 9
1
𝑃
1 1
on two dice. =1− −
6 9
Now you must keep rolling 2 dice
13
until you either roll 9 again, in which =
case you win, or you roll a 7, in which 18
case the house wins (you lose).

What is the probability that you win?

What is the probability that you lose?
 13 1 1
Craps is a game where you roll two Pr 𝑅7 ∪ 𝑅9 =
18
, Pr 𝑅7 = ,
6
Pr 𝑅9 =
9
dice and bet on the outcome.

We will focus on one scenario: The event that we win corresponds to 0 or more rolls
that are neither 7 or 9, followed by a 9. Thus
On your "come-out" roll you roll a 9 𝑃1
on two dice.
∞
Now you must keep rolling 2 dice Pr 𝑊𝑖𝑛 = ෍ Pr 𝑅7 ∪ 𝑅9 𝑖 ⋅ Pr 𝑅9
until you either roll 9 again, in which 𝑖=0
case you win, or you roll a 7, in which
case the house wins (you lose). ∞ 𝑖
13 1
=෍ ⋅
What is the probability that you win? 18 9
𝑖=0
What is the probability that you lose?
 13 1 1
Craps is a game where you roll two Pr 𝑅7 ∪ 𝑅9 =
18
, Pr 𝑅7 = ,
6
Pr 𝑅9 =
9
dice and bet on the outcome.
∞ 𝑖
We will focus on one scenario: 13 1
Pr 𝑊𝑖𝑛 = ෍ ⋅
18 9
On your "come-out" roll you roll a 9 𝑖=0
𝑃1
on two dice.
∞ 𝑖
1 13
Now you must keep rolling 2 dice = ⋅෍
9 18
until you either roll 9 again, in which 𝑖=0
case you win, or you roll a 7, in which
case the house wins (you lose). 1 1
= ⋅
9 1 − 13
What is the probability that you win? 18
What is the probability that you lose? 1 18 2
= ⋅ =
9 5 5
 13 1 1
Craps is a game where you roll two Pr 𝑅7 ∪ 𝑅9 =
18
, Pr 𝑅7 = ,
6
Pr 𝑅9 =
9
dice and bet on the outcome.
∞
We will focus on one scenario:
Pr 𝐿𝑜𝑠𝑒 = ෍ Pr 𝑅7 ∪ 𝑅9 𝑖 ⋅ Pr 𝑅7
On your "come-out" roll you roll a 9 𝑖=0
𝑃1
on two dice.
∞ 𝑖
13 1
Now you must keep rolling 2 dice =෍ ⋅
18 6
until you either roll 9 again, in which 𝑖=0
case you win, or you roll a 7, in which
case the house wins (you lose). ∞ 𝑖
1 13 1 1 1 18 3
= ⋅෍ = ⋅ = ⋅ =
6 18 6 1 − 13 6 5 5
What is the probability that you win? 𝑖=0 18
What is the probability that you lose?