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Keep rolling while you repeat the first die value

Question

Roll a fair die once. Then keep rolling, stopping at the first roll whose value is different from the first roll's value. You are paid the total of every roll made, the first and last included. What is the fair price of this game?

Short answer

7.77.7. Given a first roll of ii, the number of repeats of ii before a new value is geometric with mean 15\tfrac15, and the final roll is uniform on the other faces with mean 21−i5\tfrac{21-i}{5}. So the conditional total is i+i5+21−i5=i+215i+\tfrac i5+\tfrac{21-i}{5}=i+\tfrac{21}{5}, and averaging over ii gives 3.5+4.2=7.73.5+4.2=7.7.

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

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