Fair price of a die that rerolls on a six

You roll a fair die. If it shows a 6 you roll once more and are paid the value of that second roll; on any other first result you are paid the first roll. What is the fair price to play (its expected payout, in dollars, to four decimals)?

Show hints (2)+
  1. Condition on the first roll: a 1–5 pays its face (average 3), a 6 triggers a reroll.
  2. The reroll branch is worth a full die's mean 3.5, not 6 - weight the two branches by 5/6 and 1/6.

Answer

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3.0833 (± 0.001)

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Asked at: Game-Based Aptitude, ETF Market-Making

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