Thursday, June 9, 2016

probability - Fair dice throwing, expected value



We throw a standard fair dice until we threw 5 and then 2,4 or 6 (not necessarily one after another). What is the expected value and variation of number of throws (let it be X)?



I was thinking about using the definition of expected value here, but to do that I need P(X=k) and I just have no clue how to easily express that probability.


Answer



Let X be the random number of rolls needed to obtain the first 5, and let Y be the random number of rolls needed to obtain the first instance of 2, 4, or 6 after the first 5. Then Z=X+Y is the random variable for the total number of rolls needed to observe the event of interest. Clearly, X and Y are independent, so E[Z]=E[X]+E[Y] and Var[Z]=Var[X]+Var[Y]. We then need only characterize the distributions of X and Y. To this end, note that X must be a geometric random variable: for each die roll is independent of any previous die roll, and the probability of obtaining a 5 on a given die roll is constant, p=1/6. Thus Pr[X=x]=(1p)x1p,x=1,2,3,.

Similarly, Y is also geometric, but with probability π=1/2, since the probability of rolling any even number on a single roll is 3/6=1/2. From this information, it is straightforward to obtain the mean and variance of Z.


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