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Winning from deuce

ProbabilityHard

A tennis-style game is tied at deuce. The game continues point by point, and a player wins once they are ahead by points. Anna wins each point with probability , independently of other points. What is the probability that Anna wins the game? Give a fraction a/b in lowest terms.

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A whole number, a decimal, a fraction like 3/8 or a percent.

Hint

Look at the next points: either someone wins the game or the score returns to deuce.

Solution
  1. Anna wins the next points with probability .
  2. Anna loses the next points with probability .
  3. Otherwise, with probability , the score is back at deuce, so the situation repeats.
  4. Hence , which gives .
  5. This simplifies to .
  6. The answer is .

Answer: