Wall for -RisingManectric- (page 64)

When calculating the cumulative probability for whether something will happen after a certain number of attempts, you have to take into consideration that each attempt is completely independent from other attempts. The proper equation looks like this: 1 - (1 - odds) ^ attempts.
So, for the question of how likely is it to miss 3 Will-o-Wisps in a row, we should reframe the question as "how likely is it that at least one wisp hits out of three?" The chance of Will-o-Wisp hitting once is 85%, which we convert from percentage to decimal form (which really just means to divide it by 100%), 0.85, then plug it into the equation:
1 - (1 - 0.85) ^ 3 = 0.996625, or 99.6625% chance that at least one Will-o-Wisp hits out of three, which we can just invert to find the probability of none of them hitting: 0.3375%