The Die Game
You pick a number between 1 and 6 and keep throwing a die until you get it. Does it matter which number you pick for maximizing the total sum of the numbers in the resulting sequence?
In the example below, the picked number is 6 and the total sum of the numbers in the resulting sequence is 35.
No matter what number you pick, the expected value of each throw is the average of the numbers from 1 to 6 which is 3.5. The choice of the number also does not affect the odds for the number of throws until the game ends, which is 6. Therefore, the total sum is always 3.5 × 6 = 21 on average, regardless of the chosen number.