The problem is: if A receives a penny should head appear on the first toss of a coin, 2 pennies if head does not appear until the second toss, 4 pennies if head does not appear until the third toss, and so on, what is A’s expectation? Mathematical theory shower that A’s expectation is infinite, which seems a paradoxical result. The problem was investigated by Nicolaus’ brother Daniel, who succeeded Nicolaus at St. Petersburg.