On the average, how many times must a die be thrown until one gets a 6?
This problem is taken from Frederick Mosteller's book Fifty Challenging Problems in Probability with Solutions.
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Let p be the probability of a 6 on a given trial. Then the probabilities of success for the first time on each trial are (let q = 1 − p ):
The sum of probabilities is p + p q + p q 2 + . . . = 1 .
The mean numbers of trials, m , is by definition,
m = p + 2 p q + 3 p q 2 + 4 p q 3 + . . . .
Multiplying by q gives
q m = p q + 2 p q 2 + 3 p q 3 + . . . .
Subtracting the second expression from the first gives
m − q m = p + p q + p q 2 + p q 3 + . . . ,
m ( 1 − q ) = 1
Consequently,
m p = 1 , and m = 1 / p .
Here, p = 6 1 , and so m = 6 .