You have a gun duel with your brother. Each turn you or your brother shoot the other. The first to kill his opponent wins ( yes this game is entirely wrong ). He lets you begin because he knows you are not a very good shooter. You estimate your probability to shoot him correctly to be 3 1 and your brother's probability to shoot you to be 2 1 .
What is your probability of winning this duel?
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Let W, M1 and M2 be the events "Win the duel", "You do a good shot" and "Your brother do a good shot". We are given P(M1) = 3 1 and P(M2) = 2 1 . First note that if you miss your shot and your brother do the same we will be returned at the beginning of the problem. Thus we have :
P ( W ) = P ( M 1 ) + [ 1 − P ( M 1 ) ] [ 1 − P ( M 2 ) ] × P ( W )
Let P(W) = x. We have :
x = 3 1 + (1 - 3 1 )(1 - 2 1 )x
Solving for x gives 2 1
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You win if you shoot your brother first (prob. = 1/3), or if you miss, he misses, then you hit (prob. = 2/3 1/2 (1/3) = (1/3)^2), or if you miss, he misses, you miss, he misses, you hit (prob. = 2/3 (1/2) (2/3) (1/2) (1/3) = (1/3)^3, etc. Therefore, the total probability of you winning is the sum as n goes from 1 to infinity of (1/3)^n = (1/3)*(1/(1-(1/3)) = 1/(3-1) = 1/2.