I stole this from the XKCD rss feed, but figured it apropos enough to share with the group. Here it is!
-Mark
Sue and Bob take turns rolling a 6-sided die. Once either person rolls a 6, the game is over. Sue rolls first. If she doesn’t roll a 6, Bob rolls the die; if he doesn’t roll a 6, Sue rolls again. They continue taking turns until one of them rolls a 6.
Bob rolls a 6 before Sue.
What is the probability Bob rolled the 6 on his second turn?
The answer is not 5/36.