Step by step
The question
Question: we flip a coin until we get heads: what is the probability that the first heads comes on flip 3?
X counts the flips up to the first success.
1 Name p and q
p, the chance of a success on one try, is 1/2.
q, the chance of a fail, is 1 minus p: 1/2.
Every try has the same chance, and one try does not change the next.
2 Fail, then win
First success on flip 3: the first 2 flips fail, then flip 3 wins.
Fail, fail, then win: we multiply.
q for each of the 2 fails, then p for the win.
Careful!
Only 2 fails come before the win, not 3.
3 Multiply
Tops: 1 times 1 times 1 is 1.
Bottoms: 2 times 2 times 2 is 8.
1/8 is about 0.1250.
4 Check
Let's check with 8 people trying.
On each flip, 1 in 2 of those left win, the rest go on.
Flip 1: 4 win, 4 go on.
Flip 2: 2 win, 2 go on.
On flip 3, 1 win for the first time.
1 out of 8 is about 0.1250.
So it is right!
Let's look back.
First: name p and q.
Then: fail, then win.
Then: multiply.
Last: check.