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5981概率简单derivationshort

Total Stake Until the First Six

题目

You roll a fair die repeatedly until the first time a 6 appears; let NN be the number of rolls (including the winning roll). On each roll you independently collect a payoff XiX_i with E[Xi]=1.5E[X_i]=1.5, where the XiX_i are i.i.d. and independent of the roll values. Compute E ⁣[i=1NXi]E\!\left[\sum_{i=1}^N X_i\right].

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