Question: Andrew and Ben play until one has 2 more points than the other. Assuming that each point is independently won by Andrew with probability p,

Andrew and Ben play until one has 2 more points

Andrew and Ben play until one has 2 more points than the other. Assuming that each point is independently won by Andrew with probability p, what is the probability that Andrew will win? (Let trial 1 consist of the first two points; trial 2 the next two points, and so on.)

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