CAF123 said:
I am not exactly sure why we need to deal with a reduced sample space in this problem. On anyone throw, the probability of getting a seven is 6/36 and for an even it is 18/36. Is it completely necessary to reduce the sample space? If so, why?
One need not reduce the sample space or use altered (conditional) probabilities. Basically, we have a finite-state Markov chain with two 'absorbing' states (W and L) and a 1-step transition probability matrix P = (P(i,j)), with P(i,j) = Pr{state i --> state j} in one step. If we let a(i) = probability that state W is ever reached, starting from state i, then standard equations are that
a(i) = P(i,W) + \sum_{j \neq W,L} P(i,j) a(j) \; \forall i \neq W, L.
Note that in general there will be some 'self-loops' i --> i whenever P(i,i) > 0; these correspond to tossing an odd non-7 in your problem. We can eliminate such self-loops, just by isolating a(i) on both sides of the equation:
(1-P(i,i) ) a(i) = P(i,W) + \sum_{j \neq i,W,L} P(i,j) a(j) \Longrightarrow<br />
a(i) = \frac{P(i,W)}{1-P(i,i)} + \sum_{j \neq i,W,L} \frac{P(i,j)}{1-P(i,i)} a(j).
This has the form
a(i) = Q(i,W) + \sum_{j \neq i,W,L} Q(i,j) a(j) \; \forall i \neq W,L,
where
Q(i,k) = \frac{P(i,k)}{1-P(i,i)} = \frac{P(i,j)} {\sum_{m \neq i} P(i,m)}, which is just the conditional probability that i --> k, given that i ≠ i (that is, given that we move). The Q (i,k) give the probabilities of the next state reached from i, given that the system undergoes a genuine change of state. Note that ##\sum_{k \neq i} Q(i,k) = 1, ## as it must (for when the system leaves state i it must go somewhere).