Waiting for a Six

You roll a fair 6-sided die. Let X X and Y Y denote the number of rolls necessary to obtain a six and a five, respectively. We know that E [ X ] = 6 \mathbb{E}[X] = 6 .

Now, let α \alpha denote the conditional expectation of X X given Y = 1 , Y = 1, i.e. α = E [ X Y = 1 ] . \alpha=\mathbb{E}[X \, | \, Y = 1].

Also, let β \beta be the least value of y y such that E [ X Y = y ] 6. \mathbb{E}[X \, | \, Y = y] \leq 6.

What is α β \alpha \, \beta ?


The answer is 35.

This section requires Javascript.
You are seeing this because something didn't load right. We suggest you, (a) try refreshing the page, (b) enabling javascript if it is disabled on your browser and, finally, (c) loading the non-javascript version of this page . We're sorry about the hassle.

1 solution

Patrick Corn
Oct 17, 2017

In general, E [ X Y = y ] = 1 5 k = 1 y 1 k ( 4 / 5 ) k 1 + ( 4 / 5 ) y 1 ( y + 6 ) . {\mathbb E}[ X | Y=y ] = \frac15 \sum_{k=1}^{y-1} k(4/5)^{k-1} + (4/5)^{y-1}(y+6). The first part is the contribution from the cases where we roll a six before a five, and the second part is the contribution from the cases where we roll a five first; in the latter case, there is no conditioning on the rolls after the y y th roll, so the expected total number of rolls if we haven't hit a six before a five is y + 6. y+6.

When y = 1 , y=1, we get 7 7 as expected, so α = 7. \alpha = 7. On the other hand, E [ X Y = 2 ] = 33 / 5 > 6 E [ X Y = 3 ] = 157 / 25 > 6 E [ X Y = 4 ] = 753 / 125 > 6 E [ X Y = 5 ] = 3637 / 625 < 6 \begin{aligned} {\mathbb E}[ X | Y = 2 ] &= 33/5 > 6 \\ {\mathbb E}[ X | Y = 3 ] &= 157/25 > 6 \\ {\mathbb E}[ X | Y = 4 ] &= 753/125 > 6 \\ {\mathbb E}[ X | Y = 5 ] &= 3637/625 < 6 \end{aligned} so β = 5 , \beta = 5, and the answer is 35 . \fbox{35}.

Edit: as Mark Hennings points out, there is an easy formula for E [ X Y = y ] , {\mathbb E}[ X | Y=y ], which I can derive from my formula as follows: since k = 0 y 1 k x k 1 \sum\limits_{k=0}^{y-1} kx^{k-1} is the derivative of k = 0 y 1 x k = x y 1 x 1 , \sum\limits_{k=0}^{y-1} x^k = \frac{x^y-1}{x-1}, we get k = 0 y 1 k x k 1 = ( y 1 ) x y y x y 1 + 1 ( x 1 ) 2 . \sum\limits_{k=0}^{y-1} kx^{k-1} = \frac{(y-1)x^y - yx^{y-1} + 1}{(x-1)^2}. Plugging in x = 4 / 5 x=4/5 gives 25 ( ( y 1 ) ( 4 / 5 ) y y ( 4 / 5 ) y 1 + 1 ) . 25((y-1)(4/5)^y - y(4/5)^{y-1} + 1). Plugging that into the original formula gives E [ X Y = y ] = 5 ( ( y 1 ) ( 4 / 5 ) y y ( 4 / 5 ) y 1 + 1 ) + ( y + 6 ) ( 4 / 5 ) y 1 = ( 4 y 4 ) ( 4 / 5 ) y 1 5 y ( 4 / 5 ) y 1 + 5 + ( y + 6 ) ( 4 / 5 ) y 1 = 2 ( 4 / 5 ) y 1 + 5. \begin{aligned} {\mathbb E}[ X | Y=y ] &= 5((y-1)(4/5)^y - y(4/5)^{y-1} + 1) + (y+6)(4/5)^{y-1} \\ &= (4y-4)(4/5)^{y-1} - 5y(4/5)^{y-1} + 5 + (y+6)(4/5)^{y-1} \\ &= 2(4/5)^{y-1} + 5. \end{aligned}

I wonder if it's easy to compute this in some other way?

Then β \beta is the first value of y y such that ( 4 / 5 ) y 1 1 / 2 , (4/5)^{y-1} \le 1/2, which is easy to compute: since ( . 8 ) 3 = . 512 > . 5 (.8)^3 = .512 > .5 but . 8 4 = . 4096 < . 5 , .8^4 = .4096 < .5, β = 5. \beta = 5.

It is perhaps worth noting that E [ X Y = y ] = 5 2 [ 2 + ( 4 5 ) y ] \mathbb{E}[X|Y=y] \; = \; \tfrac52 \big[2 + (\tfrac45)^y\big] which enables us to determine the value of β \beta analytically.

Mark Hennings - 3 years, 5 months ago

Log in to reply

I edited my solution to derive your formula. Is it easy to derive elegantly somehow?

Patrick Corn - 3 years, 5 months ago

Log in to reply

It is a bit easier to determine the generating function F ( z ) = y = 1 E [ X Y = y ] z y = 5 z ( 7 6 z ) ( 1 z ) ( 5 4 z ) = 10 z 5 4 z + 5 z 1 z F(z) \; = \; \sum_{y=1}^\infty \mathbb{E}[X|Y=y] z^y \; = \; \frac{5z(7-6z)}{(1-z)(5-4z)} \; = \; \frac{10z}{5-4z} + \frac{5z}{1-z} and hence determine the expectations. All we need are the results y = 1 z y = z 1 z y = 1 y z y = z ( 1 z ) 2 z < 1 \sum_{y=1}^\infty z^y \; = \; \frac{z}{1-z} \hspace{2cm} \sum_{y=1}^\infty yz^y \; = \; \frac{z}{(1-z)^2} \hspace{2cm} |z| < 1

Mark Hennings - 3 years, 5 months ago

The question was superb. I did understand how to solve it but could not come up with the closed formed solution in terms of y

Aniket Pendse - 3 years ago

0 pending reports

×

Problem Loading...

Note Loading...

Set Loading...