Step by step
The question
Question: each try has a probability of success of 0.2: 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 0.2.
q, the chance of a fail, is 1 minus p: 0.8.
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
0.8 times 0.8 is 0.64.
Times 0.2: 0.1280.
4 Check
Let's check with 1000 people trying.
On each try, 20 percent of those left win, the rest go on.
Try 1: 200 win, 800 go on.
Try 2: 160 win, 640 go on.
On try 3, 128 win for the first time.
128 out of 1000 is about 0.1280.
So it is right!
Let's look back.
First: name p and q.
Then: fail, then win.
Then: multiply.
Last: check.