Step by step
The question
Question: each try has a probability of success of 0.3: what is the probability that the first success comes on try 4?
X counts the tries up to the first success.
1 Name p and q
p, the chance of a success on one try, is 0.3.
q, the chance of a fail, is 1 minus p: 0.7.
Every try has the same chance, and one try does not change the next.
2 Fail, then win
First success on try 4: the first 3 tries fail, then try 4 wins.
Fail, fail, and so on, then win: we multiply.
q for each of the 3 fails, then p for the win.
Careful!
Only 3 fails come before the win, not 4.
3 Multiply
0.7 times 0.7 times 0.7 is 0.343.
Times 0.3: 0.1029.
4 Check
Let's check with 10000 people trying.
On each try, 30 percent of those left win, the rest go on.
Try 1: 3000 win, 7000 go on.
Try 2: 2100 win, 4900 go on.
Try 3: 1470 win, 3430 go on.
On try 4, 1029 win for the first time.
1029 out of 10000 is about 0.1029.
So it is right!
Let's look back.
First: name p and q.
Then: fail, then win.
Then: multiply.
Last: check.