Rolling until you match the first roll

You roll a fair six-sided die once and remember the value. You then keep rolling the die until you get a value at least as large as that first roll. Let NN be the number of rolls after the first. What is E[N]\mathbb{E}[N]?

Show hints (2)+
  1. Condition on the first roll kk. On later rolls, what is the probability of landing k\ge k?
  2. Given that success probability, the wait is geometric with mean 1/pk1/p_k. Average 6/(7k)6/(7-k) over k=1,,6k=1,\dots,6.

Answer

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2.45 (± 0.01)

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Asked at: Optiver, Akuna Capital

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