Independent solution

How to solve this Conditional Expectation question

Setup

Setup

Given that the second roll is the first 6, the first roll is uniformly distributed over the five non-6 faces.

P(X=1Y=2)=15P(X=1\mid Y=2)=\frac15
P(X3Y=2)=45P(X\ge3\mid Y=2)=\frac45

Model

Model

With conditional probability 1/5 the first roll is already 5. Otherwise no 5 has appeared by roll 2, and the geometric waiting time resumes after that point.

E[XX3]=2+11/6=8E[X\mid X\ge3]=2+\frac1{1/6}=8

Compute

Compute

The residual-case conditional mean is 8. Weighting the immediate and residual cases gives 0.2(1)+0.8(8)=6.6.

E[XY=2]=15(1)+45(8)=6.6E[X\mid Y=2]=\frac15(1)+\frac45(8)=6.6

Answer

Answer

The conditional expected waiting time is 6.6 rolls, corresponding to choice D.

6.6(D)\boxed{6.6\quad\text{(D)}}