So consider this question:
Suppose you are on the integral number line then if you toss a biased coin with probability "p" for heads and "q" for tails. You start at 0 and you toss a coin if its heads you move right and if its tails you move left and the line is infinite. If you move to the point "1" (i.e. you move right from 0 ) you lose the game. What's the probability that you do not lose the game?
My approach was: Since we have to not go to 1: Lets compute $1-prob(lose)$ for the $prob(win)$
$prob(lose)$ would be $p+qp^{2}+q^{2}p^{3}...$ because moving 1 step to right or moving 1 step left and 2 step right and so on
But the answer was in this format $prob(lose) = p+q \cdot prob(lose)^{2}$ I cant understand how it came any help is appreciated!