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Rolling until a two or back-to-back ones

Question

A fair six-sided die is rolled repeatedly, stopping either at the first 22 or as soon as two 11s appear on consecutive rolls, whichever happens first. What is the expected number of rolls?

Short answer

21/421/4. Let μ\mu be the expected rolls from scratch and μ1\mu_1 just after a 11. Then μ1=1+23μ\mu_1=1+\tfrac23\mu (a 11 or 22 ends it, anything else resets) and μ=1+16μ1+23μ\mu=1+\tfrac16\mu_1+\tfrac23\mu. Substituting gives 29μ=76\tfrac29\mu=\tfrac76, so μ=214\mu=\tfrac{21}{4}.

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

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