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#1: Initial revision
The key is > the first player to win two games more than his opponent wins the match $P(C \mid X = 1)$ describes the situation when Calvin has won 1 of the first two matches: so the opponent won the other match, and they're currently even. Since a 1-1 score is equivalent to a 0-0 score for the purposes of winning, the probability that Calvin wins from a 1-1 situation is the same as the probability that Calvin wins from a 0-0 situation.