A release-checked medium problem for training Conditional Expectation, Conditional Probability, Markov Chains.
Question
Albert rolls a standard fair 6-sided die with the values $1-6$ on the sides. He continually rolls the die and keeps track of the outcomes in the order they appear. Albert rolls until he sees either $2$ $5$s (not necessarily consecutive) OR both a $4$ and a $6$. Find the probability that Albert stops rolling due to seeing a $4$ and a $6$.
Practice focus
This Probability problem is tagged Conditional Expectation, Conditional Probability, Markov Chains. State the random variables and conditioning information explicitly, then check the result against boundary cases before opening hints or a solution.