Match win probability with a fixed winning score

ID: match-win-probability-with-a-fixed-winning-score

Suppose independent Bernoulli trials give a player a win with probability , and the match ends when either player reaches wins. The player's match-win probability is
For a win with losses, the final trial must be a win. The preceding trials contain exactly wins and losses; the binomial coefficient counts their arrangements. Because , the opponent cannot already have won, and because the player has only previous wins, the match has not ended earlier. Summing the disjoint terminal events gives the formula, a truncated negative binomial distribution sum. The constant game-win probability must describe independent games, or equivalently remain the same conditional on every previous history.

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