Escape time given the number of attempts
Question
A miner trapped underground repeatedly chooses one of three tunnels uniformly at random, independently each time. Tunnel 1 brings him back to the start after days, tunnel 2 brings him back after days, and tunnel 3 reaches the surface after days. Let be the days spent on the -th choice, the number of choices made up to and including the escape, and the total time to escape. Write for (no conditioning) and for the conditional mean . Find , or answer if the limit does not exist.
Short answer
. Unconditionally each trip averages days, so . Knowing means the first trips used tunnels 1 or 2 (mean days each) and the last used tunnel 3, so . The ratio tends to .
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Open the worked solutionLessons behind this question
- Expectation, Mean, and Variance
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
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