What are the odds of getting a desired result on a specific throw?

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I was asked this question recently in a D&D campaign and didn't know how to begin approaching it. In short: what is the likelihood you get a result on a specific roll rather than at least once?

For example, if you roll a 20 sided die 4 times, what are the odds that you get a 20 on the final roll specifically?

Thanks in advance.

Edit: To clarify, I mean what are the odds that the first 3 rolls aren't a 20, but the last one is. The order of the rolls matters, where in 4 rolls the first 3 are specifically not 20s, and the last specifically is. Would that simply be $(\frac{19}{20})^3\times\frac{1}{20}$, treating each as a separate chance and multiplying them together?