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Thirty-sided versus twenty-sided die with one reroll

Question

Alice rolls a fair 3030-sided die and Bob a fair 2020-sided die, and the higher number wins, with ties going to Bob. Without seeing Alice's result, Bob may choose to roll his die a second time, in which case the new roll replaces the old one. If Bob plays optimally, what is the probability that Alice wins?

Short answer

1730\tfrac{17}{30}. Keeping a value bb wins for Bob with probability b30\tfrac{b}{30}, while a reroll wins with probability 10.530\tfrac{10.5}{30}, so he rerolls on 11–1010. His win chance is 120∑b=1120b30+12⋅10.530=1330\tfrac1{20}\sum_{b=11}^{20}\tfrac b{30}+\tfrac12\cdot\tfrac{10.5}{30}=\tfrac{13}{30}, leaving Alice 1730\tfrac{17}{30}.

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

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