Dice-Coin Paradigm
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.