Expected value of highest die roll

expected valuegeometric-distributionprobability

Daniel will roll a fair, six-sided die until he gets a 4. What is the expected value of the highest number he
rolls through this process?

It seems the expected number of rolls is 6. Can we reword this question to what is the expected value of the maximum of 6 die rolls?

Best Answer

To summarize the discussion in the comments:

In any given trial, the answer must be $k\in \{4,5,6\}$. Any other tosses are irrelevant. Let $p_k$ be the probability that the result is $k$.

$p_4=\frac 13$ since you see $4,5$ or $6$ first with equal probability.

$p_6=\frac 12$ since you see $6$ before $4$ with probability $\frac 12$.

$p_5=\frac 16$ since the only sequence which results in $k=5$ is $5,4,6$. That is to say, the only way to get $k=5$ is to see $5$ before either $4$ or $6$ and then to see a $4$ before a $6$.

Thus the answer is $$E=4\times \frac 13+5\times \frac 16 +6\times \frac 12=\frac {31}6=5.1\overline 6$$

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