This problem was asked by Two Sigma.
Alice wants to join her school's Probability Student Club. Membership dues are computed via one of two simple probabilistic games.
The first game: roll a die repeatedly. Stop rolling once you get a five followed by a six. Your number of rolls is the amount you pay, in dollars.
The second game: same, except that the stopping condition is a five followed by a five.
Which of the two games should Alice elect to play? Does it even matter? Write a program to simulate the two games and calculate their expected value.