You have a fair 6 sided die. You roll the die and keep track of the outcomes as they appear. You roll until you see two 5s (not necessarily consecutive) or both 4 and 6. Find the probability you stop rolling due to seeing two 5s (this is on the site QuantGuide).
My approach was to set up some recursive equations and then solve for them. You start of in position A.
Here are the description of the positions
A - Neutral.
B - Rolled a 5.
C - Rolled a 4 (No 5 Rolled)
D = Rolled a 4 having rolled a 5 previously.
$A = \frac46 \cdot A + \frac16 \cdot B + \frac16 \cdot C$
$B = \frac16 \cdot D + \frac46 \cdot B + \frac16 $
$C = \frac16 \cdot C + \frac16 \cdot B + \frac36 \cdot A$
$D = \frac16 \cdot D + \frac36 \cdot B + \frac16$
I solved this and got $A = \frac{36}{49}$ but the site is saying that is not correct. Anyone have any approaches to this problem or a better way to solve it.
$\mathtt{ One\; interpretation\; of\; the\; question}$
$4$ and $6$ may occur in any order consecutively to "win"
With this interpretation. and using $S$ (for start and neutral state}, and $A,B,C$ for states $4,6,5$ respectively and probabilities moving between states with identical but small case letters, we have
$s = \frac36 s + \frac16 a + \frac16 b + \frac16 c \tag1$
$a = \frac36 s + \frac16 a + \frac16*0 + \frac16 c \tag2$
$b = \frac36 s + \frac16* 0 + \frac16 b + \frac16 c \tag3$
$c = \frac36 s + \frac16 a + \frac16 b + \frac16 * 1 \tag4$
which yields P(see two $5's$ before a $ 4$ and a $6$) $\Large = s = \frac1{3}$