Consider independent Bernoulli's trials each with probability of success . If the probability of at least one failure is greater than or equal to the lies in the interval
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Find the required interval:
Let be the probability of success
The probability of at least one failure probability of no failure
Hence, for events the probability of no failure is .
Probability of at least one failure
Now,
We know that the probability value should be equal to or greater than .
Thus, the value of lies in the interval
Hence, option (B) is correct.