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Going first or second with one bullet and no respin

Question

A six-chamber revolver holds a single bullet. The cylinder is spun once at the start and never again; two players then take turns pulling the trigger, each pull advancing to the next chamber, until the gun fires. Would you rather pull first or second?

Short answer

It makes no difference. The bullet is equally likely to sit in any of the six chambers. The first player is shot if it is in chamber 11, 33 or 55 and the second if it is in 22, 44 or 66, so each faces probability 12\tfrac12.

Adapted from Zhou, A Practical Guide to Quantitative Finance Interviews, sec. 4.3 Conditional Probability and Bayes' Formula, 'Russian roulette I', p.80; question and answer rewritten by SelfMadeQuant.com.

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