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掷到 6:给定全为偶数的条件期望

Throw a die until you get a 6

专题
Probability / 概率
难度
L4

题目详情

You throw a die until you get a 6. What is the expected number of throws conditioned on the event that all throws gave even numbers?

解析

NN 为首次掷出 6 的掷骰次数,事件 AA 为“在首次掷出 6 之前没有出现奇数”(等价于前 N1N-1 次都在 {2,4}\{2,4\})。

P(N=k,A)=(26)k116=13k116.\mathbb{P}(N=k, A)=\left(\frac{2}{6}\right)^{k-1}\cdot\frac{1}{6}=\frac{1}{3^{k-1}}\cdot\frac16.

因此

P(A)=k116(13)k1=14,\mathbb{P}(A)=\sum_{k\ge 1}\frac{1}{6}\left(\frac13\right)^{k-1}=\frac14,

P(N=kA)=P(N=k,A)P(A)=23(13)k1.\mathbb{P}(N=k\mid A)=\frac{\mathbb{P}(N=k,A)}{\mathbb{P}(A)}=\frac23\left(\frac13\right)^{k-1}.

于是

E[NA]=k1k23(13)k1=32.\mathbb{E}[N\mid A]=\sum_{k\ge 1}k\cdot\frac23\left(\frac13\right)^{k-1}=\frac32.

E[NA]=32.\boxed{\mathbb{E}[N\mid A]=\frac{3}{2}}.