Assume games are independent
For a single game:
P(A wins) = 0.4
P(B wins) = 0.6
Now suppose that to win, you have to win at least two out of three games. What's the probability of A still winning?
I wanted to split this into outcomes:
The probability of A winning all of the games is $0.4^3=0.064$.
The probability of A winning two of three games is $0.4^20.6=0.096$.
The probability of A winning one game is $0.6^20.4=0.144$.
The probability of A winning no games is $0.6^3=0.216$.
I thought this covered all of the cases, but the sum of these four probabilities is equal to $0.52$, not $1$. Why?
Then I considered the fact that the second and third outcomes can occur in multiple ways. Specifically, A can win two games in three different ways, and they can win one game in three different ways. Then $0.064+0.096\cdot3+0.144\cdot3+0.216=1$.
But then I realized another problem - I'm assuming order doesn't matter. It does, though. If A wins the first two games, they automatically win - the third game doesn't matter. And there's actually only two ways that A can win one game - they can't only win the third game because if B went up 2-0, the game would've ended. Now that I realized this complexity in the problem, I'm a bit stumped.