[Math] Difference between two independent geometric distribution

probabilityprobability distributions

Anne and Betty are practicing for a high jump and the probability that they succeed in qualifying the height is $\ \frac{1}{3}$ and $\ \frac{1}{4}$ respectively. Compute the probability that Anne clears the height before Betty given that they jump alternatively and the result of the previous attempt does not effect the next attempt.

My attempt

It is easy to notice that they both follow a geometric distribution. My thoughts were, to begin with finding the difference in their mean and add the variance to calculate a new variable $A-B$ and find $P(A-B>0)$ (assuming that $A-B$ follows a normal distribution). However, the answer didn't come correct presumably because of the very low mean of the difference.

The next suitable course of action, in my opinion, is to convert the distribution into a different one but I've only studied Binomial, Poisson, Normal, Geometric so far (and of course these are the only ones I am allowed to use) and I don't think any of them would be helpful.

If some hints are provided which can lead me to the correct thought process required to solve this problem, that would be very helpful.

Best Answer

Let us denote with $A_F,A_{S}$ a fail/success by Anne and with $B_F,B_S$ a fail/success by Betty.
If infinite attempts are allowed and Anne starts first, the probability that Anne clears the measure before Betty is the probability of the events $$ A_S,\quad A_F B_F A_S,\quad A_F B_F A_F B_F A_S,\quad \ldots $$ whose total probability is given by $$ \frac{1}{3}+\frac{2}{3}\cdot\frac{3}{4}\cdot\frac{1}{3}+\ldots = \frac{1}{3}\sum_{k\geq 0}\left(\frac{1}{2}\right)^k = \frac{2}{3}. $$ I leave to you to work out the case in which Betty starts first, through a similar argument.

Related Question