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Expected smallest roll seen before the first five

Question

A fair die is rolled repeatedly, stopping as soon as a 55 appears. Taking all rolls into account, including the final 55, what is the expected value of the smallest number rolled?

Short answer

13760\tfrac{137}{60}. The minimum is m<5m<5 exactly when mm appears before the first 55, which in turn comes before every value below mm. By symmetry among first appearances this has probability (m−1)!(m+1)!=1m(m+1)\tfrac{(m-1)!}{(m+1)!}=\tfrac{1}{m(m+1)}, and the minimum is 55 with probability 15\tfrac15. So E=∑m=141m+1+1=13760\mathbb{E}=\sum_{m=1}^4\tfrac{1}{m+1}+1=\tfrac{137}{60}.

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

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