Cards are drawn one by one from a shuffled 52-card deck. Find the PMF of the turn T at which the 4th ace is drawn.
Solution given:
The event T=t occurs if no ace is drawn in turns t+1 to 52 and an
ace is drawn in turn t. Let $A_i$ be the event that an ace is drawn in turn i. By the multiplication rule, $$\begin{align}P(T=t) &= P(A_t\cap A^c_{t+1}\cap\dots\cap A^c_{52})\\ &= P(A^c_{52})P(A^c_{51}|A^c_{52})\dots P(A^c_{t+1}|A^c_{t+2}\cap \dots\cap A^c_{52})\\ &= \frac{48}{52}\cdot\frac{47}{51}\dots\frac{t-3}{t+1}\cdot\frac{t-4}{t}\end{align}$$, where $t\geq 4$ and $P(T<4)=0$
Why is $P(A^c_{52})=\frac{48}{52}$, $P(A^c_{51}|A^c_{52})=\frac{47}{51}$, etc.?
In a standard deck of $52$ cards, there are $4$ aces and $52 - 4 = 48$ non-aces.
Assuming each card is equally-likely to be drawn in each turn, the marginal probability of a non-ace card appear in a particular turn is $48/52$
Given that there is a non-ace card appear in another turn, we can exclude that card in the remaining deck of $52 - 1 = 51$ cards, and leaving $48 - 1 = 47$ non-ace cards, therefore the conditional probability is $47/51$. Here we exclude the card as we assume the question that the card drawn are not put back to the deck (draw without replacement), i.e each unique card can appear once only.