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\paragraph{Exercise 1.16} Let's formalize the setting. Our sample space $\Omega$
consists of all possible sequences of rolls. Furthermore, let $E_1$ be the event
that all three dice show the same number on the first roll. Let $E_2$ be the event
that exactly two of the three dice show the same number on the first roll, and let
$E_3$ be the event that all three dice show different numbers on the first roll.
Obviously $E_1, E_2$ and $E_3$ are mutually disjoint events such that
$E_1 \cup E_2 \cup \E_3 = \Omega$. Additionally, let $W$ be the event that the
player wins the game.
\begin{enumerate}
\item[(a)] The probability that all three dice show a specified number is
$\frac{1}{6^3}$. Since there are six different numbers and it does not matter
which of them the dice show as long as they all show the same number,
\[ \pr(E_1) = 6 \cdot \frac{1}{6^3} = \frac{1}{36}.\]
\item[(b)] The probability that two dice show a specified number and one die
shows any other number is $\frac{1}{6^2} \cdot \frac{5}{6} = \frac{5}{6^3}$.
Since there are six different numbers and it does not matter which two of the
three dice show the same number,
\[ \pr(E_2) = \binom{3}{2} \cdot 6 \cdot \frac{5}{6^3} = \frac{5}{12}.\]
\item[(c)] Assume that exactly two of the three dice show the same number on
the first roll. According to the player's strategy, the player re-rolls the
die that does not match. The probability that she wins after the second roll
is therefore $\frac{1}{6}$. Assume that she does not win after the second roll.
Then again, she re-rolls the die that does not match and the probability that
the die shows the requested number is $\frac{1}{6}$. Therefore, for the
probability that the player wins, conditioned on exactly two of the three dice
showing the same number on the first roll holds
\[ \pr(W|E_2) =\frac{1}{6} + \frac{5}{6} \cdot \frac{1}{6} = \frac{11}{36}. \]
\item[(d)] Let's first determine the probability that all dice show different
numbers on the first roll. This happens when the second die shows a different
number than the first one, and the third die shows a different number than the
first and the sceond die. Therefore $\pr(E_3) = \frac{5}{6} \cdot \frac{4}{6}
= \frac{5}{9}$. \\
Furthermore, let us consider the probability that the player wins, conditioned
on all three dice showing different numbers on the first roll. According to the
player's strategy, the player re-rolls all dice. Since the rolls are independent,
the probability that she wins after the second roll is $\frac{1}{36}$. The
probability that all dice are different and she wins after the third roll is
$\frac{5}{9} \cdot \frac{1}{36}$. The probability that exactly two dice show the
same number and she wins after the third roll is $\frac{5}{12} \cdot \frac{1}{6}$. Altogether, one has
\[ \pr(W|E_3)
= \frac{1}{36} + \frac{5}{9} \cdot \frac{1}{36} +
\frac{5}{12} \cdot \frac{1}{6}
= \frac{73}{648}.
\]
We can now apply the Law of total probability to compute the probability that
the player wins the game.
\[
\pr(W)
= \sum_{i=1}^3 \pr(W|E_i) \cdot \pr(E_i)
= 1 \cdot \frac{1}{36} + \frac{11}{36} \cdot \frac{5}{12} + \frac{73}{648} \cdot \frac{5}{9}
= \frac{2,539}{11,664}
\approx 0.218.
\]
\end{enumerate}