You roll a fair six-sided die repeatedly. Each roll pays its face value. If the roll is 4, 5, or 6, you roll again. If the roll is 1, 2, or 3, the game stops immediately. We want the expected total payout.
Let E be the expected total payout from the start of the game. After one roll, six things can happen:
Every roll gives you some money right away, and sometimes it restarts the same game.
Because with probability 1/2 (rolling 4, 5, or 6), you are back in exactly the same situation as before — so the expected future payout is still E.
Click the button to simulate many games and compare with the theoretical answer.