Probability: B needs to shoot more times than A

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Hi

I am having some problems solving this exercise. Can somebody give a hint on how to solve this. The hint from the book is not really helping me.

Homework Statement



Two sharpshooters, A and B, are going to shoot at a target. A has probability Pa of hitting it on a single shot; B has probability Pb of hitting it on a single shot. Wheater the target is struck on anyone shot is statistically independent of whether it is struck on any other shot. What is the probability that B needs to shoot more times before hitting the target than A?

(Hint from the book:
1. Suppose that A hits the target for the first time on his nth shot.
2. Calculate the probabity that B shoots more than n times before hitting the target
3. Then use the principle of total probabity to account for all values of n from 1 ad infinium)

Homework Equations



Pr(M AND M) = Pr(M|Ai)*Pr(Ai)
Pr(M) = Pr(M|A1)*Pr(A1) + Pr(M|A2)*Pr(A2) ...

The Attempt at a Solution



P(A nth shot) = Pa*(1-Pa)^(n-1)
P(B nth+1 shot) = Pb*(1-Pb)^n
?

Thank you
 
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You could think of it this way. In each trial, each shooter keeps shooting until he hits the target. Say A hits the target on shot nA and B hits the target on shot nB. You have a bunch of possible outcomes (nA,nB). The outcome (1,1) would mean they both hit on their first shot; (1,2) would mean A hits on the first shot and B hits on his second shot; (2,1) would mean A needed two shots and B only one; and so on. What's the probability P(nA,nB) of outcome (nA,nB)?

Finally, the event you're interested in consists of the outcomes where nB>nA. How would you express that in terms of the probabilities of the individual outcomes?
 
> What's the probability [tex]P(n_A,n_B)[/tex] of outcome [tex](n_A,n_B)[/tex]?

[tex]P(n_a,n_b) = P_a*(1-P_a)^{(n_a-1)}*P_b*(1-P_b)^{(n_b-1)}[/tex]

> Finally, the event you're interested in consists of the outcomes where [tex]n_B>n_A[/tex].
> How would you express that in terms of the probabilities of the individual outcomes?

I have no clue.
 
> Then you better go back and review basic probability.

I already did. I guess here is some point i don't understand.
So is the first assumption i did for [tex]P(n_a,n_b)[/tex] also wrong?
 
with the help of
[tex]\sum_{n=0}^{\infty} q^n = \frac{1}{1-q}[/tex]

[tex]P(b > a) = \sum_{n_a}^{\infty} \sum_{n_b=n_a+1}^{\infty} P(a_n,a_b) = 1-P_b[/tex]

is this correct ?
 
No, it's not correct. Your answer should depend on pA somehow. Let pB be fixed. If pA>pB, you'd expect A would typically hit the target before B does. If pA<pB, you'd expect B would hit the target before A does generally. So the probability P(nB>nA) should be different in the two cases, but your answer would say they're the same.
 
Oh i think i found the mistake!

[tex]\frac{P_a (1-P_b)}{1-(1-P_b)(1-P_a)}[/tex]

Which looks right to me, because when Pa goes higher, P(nb>na) -> Pb
 
Looks good!

The summation could be written

[tex]P(N_A>N_B) = \sum_{n_a=1}^\infty \sum_{n_b=n_a+1}^\infty P(n_a,n_b) = \sum_{n_a=1}^\infty P_a(1-P_a)^{n_a-1} \sum_{n_b=n_a+1}^\infty P_b(1-P_b)^{n_b-1}[/tex]

The sum

[tex]\sum_{n_b=n_a+1}^\infty P_b(1-P_b)^{n_b-1}[/tex]

is the probability P(NB>NA|N_a=nA) that B shoots more times than A does given that A hits on shot nA. This is the probability that hint 2 asked you to find. The other sum corresponds to hint 3, so you have in the end

[tex]P(N_A>N_B) = \sum_{n_a=1}^\infty P(N_B>N_A|N_a=n_A)P(N_A=n_A)[/tex]