A random number generator produces independent random variates $x_0, x_1, x_2, . . .$ drawn uniformly from $[0, 1]$, stopping at the first $x_T$ that is strictly less than $x_0$.
(a) Prove that the expected value of $T$ is infinite.
(b) Suggest, with a brief explanation, a plausible value of $Pr(T = ∞)$ for a real-world (pseudo-)random number generator implemented on a computer.
This is my answer for part (a):
Probability of lasting $T$ for a given $x_0$: $$ x_0(1-x_0)^{T-1}\tag{1} $$ Expected value of $T$ for a given $x_0$: $$ \begin{align} \sum_{T=1}^\infty Tx_0(1-x_0)^{T-1} &=-x_0\frac{\mathrm{d}}{\mathrm{d}x_0}\sum_{T=0}^\infty(1-x_0)^T\\ &=-x_0\frac{\mathrm{d}}{\mathrm{d}x_0}\frac1{1-(1-x_0)}\\ &=-x_0\frac{\mathrm{d}}{\mathrm{d}x_0}\frac1{x_0}\\ &=\frac1{x_0}\tag{2} \end{align} $$ By the linearity of expectation, we can compute the the expected value of $T$ for a random $x_0\in[0,1]$: $$ \int_0^1\frac1{x_0}\,\mathrm{d}x_0=\infty\tag{3} $$
I would like help with the solution to part (b).