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 来源 QuantQuestion 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 设 NNN 为首次掷出 6 的掷骰次数,事件 AAA 为“在首次掷出 6 之前没有出现奇数”(等价于前 N−1N-1N−1 次都在 {2,4}\{2,4\}{2,4})。 则 P(N=k,A)=(26)k−1⋅16=13k−1⋅16.\mathbb{P}(N=k, A)=\left(\frac{2}{6}\right)^{k-1}\cdot\frac{1}{6}=\frac{1}{3^{k-1}}\cdot\frac16.P(N=k,A)=(62)k−1⋅61=3k−11⋅61. 因此 P(A)=∑k≥116(13)k−1=14,\mathbb{P}(A)=\sum_{k\ge 1}\frac{1}{6}\left(\frac13\right)^{k-1}=\frac14,P(A)=k≥1∑61(31)k−1=41, 且 P(N=k∣A)=P(N=k,A)P(A)=23(13)k−1.\mathbb{P}(N=k\mid A)=\frac{\mathbb{P}(N=k,A)}{\mathbb{P}(A)}=\frac23\left(\frac13\right)^{k-1}.P(N=k∣A)=P(A)P(N=k,A)=32(31)k−1. 于是 E[N∣A]=∑k≥1k⋅23(13)k−1=32.\mathbb{E}[N\mid A]=\sum_{k\ge 1}k\cdot\frac23\left(\frac13\right)^{k-1}=\frac32.E[N∣A]=k≥1∑k⋅32(31)k−1=23. 即 E[N∣A]=32.\boxed{\mathbb{E}[N\mid A]=\frac{3}{2}}.E[N∣A]=23.