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Rolling until a 5 pays out or a 6 busts

Question

A fair die is thrown over and over. The game ends the moment a 55 or a 66 appears. If the game ends on a 55, you are paid the total of every throw made before it (the 55 itself does not count); if it ends on a 66, you get nothing. You cannot stop early. Find the expected payout.

Short answer

5/25/2. The game ends on a 55 or a 66 with equal probability. The number of throws before the end is geometric with mean 22, and each of those throws is uniform on {1,2,3,4}\{1,2,3,4\} with mean 2.52.5, independently of how the game ends. So the expected payout is 12⋅2⋅2.5=52\tfrac12\cdot 2\cdot 2.5=\tfrac52.

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

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