You roll a fair die until a number other than a one appears. When such a number appears for the first time, I pay you the same number of dollars as there are dots on the upturned face, and the game ends. What is the expected payoff?
Reveal solutionHide solution
#The ones are only delays
A one pays nothing and simply sends you to another roll, so the entire payoff is decided by the first face that is not a one. Conditioned on the roll not being a one, the six outcomes collapse to the five faces , each equally likely with probability . The number of ones beforehand never touches the prize.
#Expected payoff
Averaging the five paying faces,
#Result
The expected payoff is dollars. The rerolls on a one drag the game out but leave the prize untouched, so it is just the mean of the five winning faces.