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d30 against a d20 with one optional reroll

Question

Alice rolls a fair 3030-sided die and Bob rolls a fair 2020-sided die. Without seeing Alice's result, Bob may choose to reroll his die once, in which case the new value replaces the old one. The higher number wins, and Bob wins ties. If Bob plays optimally, what is the probability that Alice wins?

Short answer

17/3017/30. Keeping a value bb wins for Bob with probability b30\tfrac{b}{30}, while a reroll is worth 10.530\tfrac{10.5}{30}, so he rerolls exactly when b≤10b\le10. His win probability is 120∑b=1120b30+12⋅10.530=1330\tfrac1{20}\sum_{b=11}^{20}\tfrac{b}{30}+\tfrac12\cdot\tfrac{10.5}{30}=\tfrac{13}{30}, so Alice wins with 1730\tfrac{17}{30}.

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

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