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An urn contains 2 balls that are either red or blue. At each step a ball...

An urn contains 2 balls that are either red or blue. At each step a ball is randomly drawn and replaced with a new ball, having the same color w.p. 4/5, or different color w.p. 1/5. Find the probability that the 5th ball drawn is red, if you start with 2 red balls in the urn.

Please explain step by step how the transition probability matrix is formed.

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