Suppose you toss a coin until head shows up where P(H) = p. Let X be the total number of tosses. Find the probability that X is an odd integer.
Here, n =0,1,2....
n+1 is the number of trial.
If n=0 that is at first trial,
Probability of getting head is p.
If n=1 that is at second trial,
Probability of getting head is p*(1-p)*(1-p).
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