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5:44 AM
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A: Roll a fair die until a 6 appears for the third time. What is the chance that all six values have occurred?

Jack GurevFirst let's find the probability that the third time a $6$ appears occurs on the $n$th roll. This is simply the probability that the $n$th roll is a $6$ and exactly two rolls before it are also $6$'s, which is $\frac{{n-1 \choose 2}*5^{n-3}}{6^n}$. Then, the probability that all five other valu...

 
Hi Jack, thanks for your answer, but I don't think that it is quite right. I have an answer which I obtained from several million simulations and it does not match what your suggested method yields. In fact, if one follows the advice you gave I believe that the answer you get is about -0.11. I think that your approach is mostly correct though, but I don't think the second expression should have n-3 in the exponent, shouldn't it just be n? I tried with this too and evaluated 300 partial sums, but it was still about 3% off. Thoughts?
 
I think that for $n=3$ the second sum has a value of $0$ instead of $1$. (this is because for $n=3$ the probability of rolling none of $1$, $2$, $3$, $4$, and $5$ is $1$ instead of $0$) However, this only accounts for a $.5$% error, not $3$%.
 
Ah, yes I agree. Strange. Oh well, I feel as if I am closer now. Perhaps tomorrow's attempts will yield fruit.
 
I just ran my own numerical trials. Wolfram Alpha calculates my (corrected) sum to be $13489/21600$, or around $.6245$, and my simulation of $100000$ trials had $62434$ successes.
 
Is that using my suggestion of changing the terms in the second expression from n-3 to n?
 
5:44 AM
No, the $n-3$ is correct.
 
6:00 AM
Hi Jack.
Thanks for the help by the way.
 
do you understand why it's n-3?
 
Well I believe it is because we know that at minimum we will roll the dice 3 times to obtain 3 consecutive sixes, thus offsetting the sum. Is this the correct reasoning?
 
6:16 AM
sort of
Here's the idea: you're trying to break up the probability into chunks depending on how long it took you to roll 3 6's. To make sure you don't count anything twice, you only put something with 3 6's into a chunk if it wasn't in any earlier chunks. This happens if the last of the n rolls is a 6 and two of the rolls before it were also 6's.
Then you evaluate the probability that one of these chunks of length n has all the numbers from 1 to 6. It obviously has 6, so ignoring the 6's, you get a random sequence of length n-3 which needs to have everything from 1 to 5, which is where PIE comes in.
 
Ahhhh, gotcha. Thanks a lot for the help Jack. I believe I will be able to suss out the problem myself now. Your answer of 0.6245 is correct by the way. I wrote a Monte Carlo simulation to evaluate the answer and was attempting to work my way towards it. Thanks again. I marked your answer as correct.
 
Glad to be helpful!
 

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