Step by step
The question
Question: each try has a probability of success of 0.1: what is the probability that the first success comes on try 3?
X counts the tries up to the first success.
1 Name p and q
p, the chance of a success on one try, is 0.1.
q, the chance of a fail, is 1 minus p: 0.9.
Every try has the same chance, and one try does not change the next.
2 Fail, then win
First success on try 3: the first 2 tries fail, then try 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
0.9 times 0.9 is 0.81.
Times 0.1: 0.0810.
4 Check
Let's check with 1000 people trying.
On each try, 10 percent of those left win, the rest go on.
Try 1: 100 win, 900 go on.
Try 2: 90 win, 810 go on.
On try 3, 81 win for the first time.
81 out of 1000 is about 0.0810.
So it is right!
Let's look back.
First: name p and q.
Then: fail, then win.
Then: multiply.
Last: check.