Show that 0 ai 1, i = 1, 2, . . ., then Suppose that
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Suppose that an infinite number of coins are to be flipped. Let ai be the probability that the ith coin lands on heads, and consider when the first head occurs.
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i-1 |L «Па - аз + П - а) — 1 j-1 i=1 i=1
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