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Geometric variable at most 8 given at least 5

Question

Let XX be geometric with success probability 14\tfrac14, counting the trial on which the first success occurs (so X∈{1,2,… }X\in\{1,2,\dots\}). Find P[X≤8∣X≥5]\mathbb{P}[X\le 8\mid X\ge 5].

Short answer

175256\tfrac{175}{256}. Knowing X≥5X\ge5 means the first four trials failed; by memorylessness we need a success within the next four trials. That fails with probability (34)4=81256(\tfrac34)^4=\tfrac{81}{256}, so the answer is 1−812561-\tfrac{81}{256}.

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