Dice-Coin Paradigm

Conditional ProbabilityGeometric SeriesInfinite Series

Problem

We flip a fair coin until we obtain our first tails. Given the first tails occurs on the th flip, we roll a fair -sided die times. Find the probability that the die value is observed in the rolls.


Original Problem Link: https://www.quantguide.io/questions/dicecoin-paradigm

Solution

Step 1: Probability of seeing a 1, for a fixed

Suppose we already knew the first tails landed on flip , so we roll the die exactly times. Rolling "no at all" in independent rolls has probability , so

That handles the die, for a fixed . The remaining question is: how likely is each in the first place?

Step 2: Probability that the first tails lands on flip

For the first tails to occur exactly on flip , the first flips must all be heads, and the th must be tails:

Step 3: Combine and sum over every possible

The event "we see a " can happen via any , and these are mutually exclusive (the coin gives exactly one value of ). So we weight each 's die-probability by how likely that was, and sum over all of them:

It's convenient to instead sum from : the term is , so throwing it in changes nothing, but it lets us use the clean closed form directly instead of the shifted version. Splitting the sum in two:

Step 4: Evaluate both geometric series

so

A quick sanity check: . Since is at least with probability , and , while more rolls make it more likely, a number moderately above is exactly what we'd expect.

Thus, the probability of observing a die value of is

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