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5911概率困难数值题long

How Long Can You Play Before the Edge Eats You

题目

You start with $2\$2 and bet $1\$1 per round on an even-money game you win with probability p=0.4p=0.4. You play until you either reach $5\$5 or go broke. What is the expected number of rounds you play before the game ends?

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