I came across this question recently and can't seem to find the correct approach. Any help would be appreciated!
An experiment consists of first tossing an unbiased coin and then rolling a fair die.
If we perform this experiment successively, what is the probability of obtaining a heads on the coin before a $1$ or $2$ on the die?
$\mathbb P(\textrm{Heads})=\frac12$
$\mathbb P(1,2)=\frac13$
If $A_i$ represents the event that a $1$ or a $2$ is rolled on the $i^{th}$ toss, then I have to find the following:
$$\bigcup^{\infty}_{i=1}\mathbb P(A_i).$$
But I am not sure how to find this and also incorporate the probability of landing on heads before this... Am I approaching this correctly or should I be assigning random variables and working from there?