Question: This question displays a solution here, but I am unsure what the intermediate steps are to arrive at the solution. Can you show me a

This question displays a solution here, but I am unsure what the intermediate steps are to arrive at the solution. Can you show me a more detailed and in depth solution that includes each step for how to solve this? If you need a reference (Jim Pitman's Probability) this is a question about only part b.

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