<s>[INST] What is the probability that Cathy wins? 
Alice, Bob and Cathy take turns (in that order) in rolling a six sided
  die. If Alice ever rolls a 1, 2 or 3 she wins. If Bob rolls a 4 or a 5
  he wins, and Cathy wins if she rolls a 6. They continue playing until
  a player wins. What is the probability (as a fraction) that Cathy
  wins?

This was I question I got when competing at a Mathematics competition earlier this week. I thought the answer was $\frac{1}{18}$ but it turns out the actual answer is $\frac{1}{13}$... 
This is my working out of why I thought it was $\frac{1}{18}$:
For Cathy to win:


*

*Alice needs to get a 4, 5 or 6 and there is a $\frac{3}{6}$ chance of that happening when she rolls the die

*Bob needs to get a 1, 2, 3 or 6 and there is a $\frac{4}{6}$ probability of that happening when he rolls the die

*Cathy needs to get 6 and there is a $\frac{1}{6}$ probability of that happening when she rolls the die


Those three need to happen for Cathy to win so:
$$\frac{3}{6} \times \frac{4}{6} \times \frac{1}{6} =  \frac{1}{18}$$
However, the answer was $\frac{1}{13}$ so something must be wrong! Could someone please demonstrate why it was $\frac{1}{13}$?
 [/INST] You are wrong because that is not the only way in which Cathy can win! Note that if Cathy rolls anything other than a 6, the game repeats itself until someone wins. Using very similar reasoning to yours, show that the probability of her winning is the infinite sum 
$$
\sum_{n=0}^\infty\Big(\frac{3}{6}\cdot\frac{4}{6}\cdot\frac{5}{6}\Big)^n\Big(\frac{3}{6}\cdot\frac{4}{6}\cdot\frac{1}{6}\Big)
$$
Can you compute this sum now?
Edit: Here is a slicker way to compute the probability without an infinite sum. Either Cathy wins on the first round, which as you correctly computed, has probability $\frac{1}{18}$. Otherwise, with probability $\frac{3}{6}\cdot\frac{4}{6}\cdot\frac{5}{6}$, nobody wins. In this case, the game continues in exactly the same way as if the first round had not happened.
Thus 
$$
P=\frac{1}{18}+\frac{3}{6}\cdot\frac{4}{6}\cdot\frac{5}{6}P,
$$
i.e. $P=\frac{1}{13}$.
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