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Expected maximum roll before stopping on a 4

Question

Jim keeps rolling a fair six-sided die and stops the first time a 4 comes up. What is the expected value of the largest number shown over all of his rolls, including the final 4?

Short answer

31/631/6. The maximum is 4, 5 or 6, and only the relative order of first appearances of 4, 5, 6 matters. A 6 precedes the 4 with probability 12\tfrac12; the max is 5 only for the order 5, 4 (with 6 after), probability 16\tfrac16; otherwise it is 4, probability 13\tfrac13. So E=4⋅13+5⋅16+6⋅12=316E=4\cdot\tfrac13+5\cdot\tfrac16+6\cdot\tfrac12=\tfrac{31}{6}.

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