Smith is in jail and has 1 dollar; he can get out on bail if he has 8 dollars. A guard agrees to make a series of bets with him. If Smith bets A dollars, he wins A dollars with probability .4 and loses A dollars with probability .6.
Find the probability that he wins 8 dollars before losing all of his money if:
p <- 0.4
q <- 0.6
r <- q/p
QA <- (1-r^1)/(1-r^8)
QA
## [1] 0.02030135
QB <- dbinom(3,3,p)
QB
## [1] 0.064
Smith has a better change using the Bold Strategy however itβs a VERY slim chance this will work.