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Most likely final die face when passing 1000

Question

A fair die is rolled repeatedly and the faces are added up, stopping as soon as the total is 10001000 or more. Which face is most likely to be the one rolled last?

Short answer

66. Far from the start, the running total hits any given value with probability close to 13.5\tfrac1{3.5}. A final face kk can come from any of the kk totals 1000−k,…,9991000-k,\dots,999, so P(last=k)P(\text{last}=k) is roughly proportional to kk and 66 is the most likely (about 621\tfrac{6}{21}).

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

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