A coin is to be tossed as many times as necessary to turn up one head. Thus the elements c of the sample space C are H, TH, TTH,
TTTH, and so forth. Let the probability set function P assign to these elements the respective probabilities 1 2 , 1 4 , 1 8 , 1 16 , and so forth. Show that P(C) = 1. Let C1 = {c : c is H,TH,TTH,TTTH, or TTTTH}. Compute P(C1). Next, suppose that C2 = {c : c is TTTTH or TTTTTH}. Compute P(C2), P(C1 ∩ C2), and P(C1 ∪ C2).
As stated in the question, the probability to toss a coin and turn up heads in the first try is , in the second is , in the third is and so on. Then, P(C) is given by the next sum:
This is a geometric series with factor . Then is convergent to . With this we have proved that P(C)=1.