In: Statistics and Probability
Two sport teams A and B, 7 games in total, whoever reaches 4
wins is the winner, if we assume Markov chain, P(A wins game k|A
wins game k-1)=p11, P(A wins game k|A lost game k-1)=p01,
How do we use simulation to get P(game 7 is played)?
# p11: A won game k given A won game k-1
# p01: A won game k given A lost game k-1
# p0: A won the first game