Saturday, 8 October 2016

probability - Expectation of variable number of subsequent die throws




A die is thrown, and a number x shows up. Then x die are thrown, and the sum on all die is said to be y. Now y die are thrown, and sum of numbers on die on each throw is said to be z. What is the expected value of z




At first this problem looks like it needs programming to solve, as individually there will be many cases. Eg, for x=2, y can be anything from 2 to 12 and then z can be anything from 2 to 72.



A recursive program may be used to compute the probabilities for all possible z, which in all cases can lie from 1 to 63. The problem with brute-force computation clearly is that for larger values of y, number of cases on z increases very quickly. For y=36, there will be 36 die each with 6 choices so a total of 636 operations for this case itself!




This recursive approach is not suitable, but I unable to find another method to tackle this question. Another method could be counting cases manually, but that too is not very plausible.



Any clues are welcome!


Answer



E[Z]=E[EZY]]=E[3.5Y]]=3.5E[Y]=3.5E[E[YX]]=3.5E[3.5X]=3.52EX=3.53


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