The game setup is as follows: there is a bag with 6 matching pairs of cards (two 1s, two 2s, two 3s, two 4s, two 5s, two 6s).
We randomly draw one card at a time, but put matching cards aside as soon as they appear in our hand. The game ends and we lose if we ever hold three cards, no two of which match. What is the probability of winning?
My Approach
Let $State_x$ be the state where we have $x$ cards in our hand and $n$ be the number of remaining cards in the deck.
After some thought I realized that in the 'winning' scenario we will always come back to the state where we have 1 card in our hand.
So for every possible $n$, when we are at $State_1$ (this will only happen when $n$ is odd), I calculated the probability of coming back to $State_1$:
Either this way: $State_1 \to State_0 \to State_1$
In this case the probability of coming back to $State_1$ is $\frac{1}{n}$
Or this way: $State_1 \to State_2 \to State_1$
In this case the probability of coming back to $State_1$ is $\frac{n-1}{n} \cdot \frac{2}{n-1} = \frac{2}{n}$
Generalizing, for any $n \ge 3$, the probability of coming back to $State_1$ is $\frac{1}{n} + \frac{2}{n} = \frac{3}{n}$
To win, one would need to go through all odd values of $n$ starting from 11 till 3.
Let $C$ be the event of coming back to $State_1$, then
$P(C|n=11) = \frac{3}{11}$
$P(C|n=9) = \frac{3}{9}$
$P(C|n=7) = \frac{3}{7}$
$P(C|n=5) = \frac{3}{5}$
$P(C|n=3) = \frac{3}{3}$
$P( Winning ) =P(C|n=11) \cap P(C|n=9) \cap P(C|n=7) \cap P(C|n=5) \cap P(C|n=3) = \frac{9}{385} $
Am I right in my approach?
Consider a generalization of this game: instead of $6$ pairs in the deck, there are $N$ pairs. As we play, every time we get a pair in our hand, we reduce to a smaller game where $N$ has decreased by $1$! With one small wrinkle: we may start this smaller game with a card already in our hand (e.g. our first 3 draws are $1, 2, 1$, yielding a new game where we start with a $2$ in our hand).
So, we should recursively compute the probability that we win a game with $N$ pairs and $k \in \{0,1\}$ cards already in our hand. However, we can note that having a card already in your hand does not change your probability of winning whatsoever -- if you start with no cards in your hand, the first thing you do is draw a card, and the card you draw doesn't affect your odds of winning in any way. So we really just need to recursively compute the probability that we win a game with $N$ pairs and no cards in our hand. Let's do it!
If $N = 1$, the probability that we win is $\boxed{1}$.
If $N = 2$, the probability that we win is $\boxed{1}$.
If $N = 3$, we lose iff we draw $3$ distinct cards in a row. The probability of this occurring is $$\frac{4}{5} \cdot \frac{2}{4} = \frac{2}{5},$$ so the probability that we win is $\boxed{\frac{3}{5}}$.
If $N = 4$, we lose "immediately" if we draw $3$ distinct cards in a row; the probability of this occurring is $$\frac{6}{7} \cdot \frac{4}{6} = \frac{4}{7}.$$ So, the probability that we don't lose "immediately" is $\frac{3}{7}$. If we don't lose immediately, we now have to win a game with $N = 3$, and we will do this with probability $\frac{3}{5}$. Overall, the probability of winning a game with $N = 4$ is $\frac{3}{7} \cdot \frac{3}{5} = \boxed{\frac{9}{35}}$.
Etc!