Step by step
The question
Question: we roll a die until we get a 6: what is the probability that the first 6 comes on roll 4?
X counts the rolls up to the first success.
1 Name p and q
p, the chance of a success on one try, is 1/6.
q, the chance of a fail, is 1 minus p: 5/6.
Every try has the same chance, and one try does not change the next.
2 Fail, then win
First success on roll 4: the first 3 rolls fail, then roll 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
Tops: 5 times 5 times 5 times 1 is 125.
Bottoms: 6 times 6 times 6 times 6 is 1296.
125/1296 is about 0.0965.
4 Check
Let's check with 1296 people trying.
On each roll, 1 in 6 of those left win, the rest go on.
Roll 1: 216 win, 1080 go on.
Roll 2: 180 win, 900 go on.
Roll 3: 150 win, 750 go on.
On roll 4, 125 win for the first time.
125 out of 1296 is about 0.0965.
So it is right!
Let's look back.
First: name p and q.
Then: fail, then win.
Then: multiply.
Last: check.