← Jane Street Interview Insights
Break the problem into two stages: the initial roll and the tie-breaking reroll phase. Compute the probability of winning outright on the first roll, then compute the probability of entering the tie and winning the subsequent fair game, and combine them.
Pro tip: In the tie-breaking phase, all players are symmetric, so each has an equal chance of winning. This symmetry argument simplifies the calculation and avoids unnecessary complexity.
Determine the outcomes of A's first roll: win outright if >4 (5 or 6), lose outright if <4 (1,2,3), and tie if =4.
Calculate P(win outright) = 2/6 = 1/3, P(lose outright) = 3/6 = 1/2, P(tie) = 1/6.
Recognize that when all three reroll simultaneously until one has a strictly higher result, the game is symmetric among the three players, so each has an equal probability of winning.
Since the game is symmetric and must eventually produce a winner, the probability that A wins given a tie is 1/3.
Use the law of total probability: P(win) = P(win outright) + P(tie) * P(win | tie) = 1/3 + (1/6)*(1/3) = 1/3 + 1/18 = 7/18.
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