Math Problem Statement

calculate expected value of max of 2 n-sided dice rolls

Solution

To calculate the expected value of the maximum of two nn-sided dice rolls, we can proceed step by step.

Step 1: Probability of Maximum Being a Specific Value

Let XX and YY be the outcomes of the two independent dice rolls, both of which are uniformly distributed between 1 and nn. We want to calculate E[max(X,Y)]\mathbb{E}[\max(X, Y)], the expected value of the maximum of the two dice.

First, consider the probability that the maximum of the two dice rolls is a specific value kk, where k{1,2,,n}k \in \{1, 2, \dots, n\}. The maximum is kk if at least one of the dice shows kk, and all other outcomes are less than or equal to kk. The probability of this can be calculated as follows:

  • The probability that both dice show values less than kk is (k1n)2\left(\frac{k-1}{n}\right)^2, since both dice must show one of the k1k-1 numbers from {1,2,,k1}\{1, 2, \dots, k-1\}.
  • Therefore, the probability that the maximum is kk is the complement of this, or: P(max(X,Y)=k)=(kn)2(k1n)2P(\max(X, Y) = k) = \left(\frac{k}{n}\right)^2 - \left(\frac{k-1}{n}\right)^2

Step 2: Expected Value Calculation

Now, we calculate the expected value using the formula for the expectation: E[max(X,Y)]=k=1nkP(max(X,Y)=k)\mathbb{E}[\max(X, Y)] = \sum_{k=1}^{n} k \cdot P(\max(X, Y) = k)

Substituting the expression for P(max(X,Y)=k)P(\max(X, Y) = k), we get: [ \mathbb{E}[\max(X, Y)] = \sum_{k=1}^{n} k \left[\left(\frac{k}{n}\right)^2 - \left(\frac{k-1}{n}\right)^2\right] ]

Step 3: Simplification

Simplifying the expression, the difference of squares gives: [ \mathbb{E}[\max(X, Y)] = \sum_{k=1}^{n} k \left[\frac{2k-1}{n^2}\right] ]

This can now be computed as a sum of two separate terms: E[max(X,Y)]=1n2k=1nk(2k1)\mathbb{E}[\max(X, Y)] = \frac{1}{n^2} \sum_{k=1}^{n} k(2k - 1) =1n2k=1n(2k2k)= \frac{1}{n^2} \sum_{k=1}^{n} (2k^2 - k) Now split the summation: [ \mathbb{E}[\max(X, Y)] = \frac{1}{n^2} \left[ 2 \sum_{k=1}^{n} k^2 - \sum_{k=1}^{n} k \right] ]

Using the known formulas for sums of integers and squares: k=1nk=n(n+1)2,k=1nk2=n(n+1)(2n+1)6\sum_{k=1}^{n} k = \frac{n(n+1)}{2}, \quad \sum_{k=1}^{n} k^2 = \frac{n(n+1)(2n+1)}{6}

Substitute these into the expression: [ \mathbb{E}[\max(X, Y)] = \frac{1}{n^2} \left[ 2 \cdot \frac{n(n+1)(2n+1)}{6} - \frac{n(n+1)}{2} \right] ] Simplifying: [ \mathbb{E}[\max(X, Y)] = \frac{n(n+1)}{6n^2} \left[ 2(2n+1) - 3 \right] ] E[max(X,Y)]=n(n+1)6n2(4n1)\mathbb{E}[\max(X, Y)] = \frac{n(n+1)}{6n^2} \cdot (4n - 1) E[max(X,Y)]=(n+1)(4n1)6n\mathbb{E}[\max(X, Y)] = \frac{(n+1)(4n-1)}{6n}

Final Answer:

E[max(X,Y)]=(n+1)(4n1)6n\mathbb{E}[\max(X, Y)] = \frac{(n+1)(4n-1)}{6n}

This is the expected value of the maximum of two nn-sided dice rolls.


Do you want more details, or would you like me to clarify any part of the explanation?

5 Related Questions:

  1. What is the expected value of the sum of two nn-sided dice?
  2. How does the expected value of the maximum change if we use three nn-sided dice instead of two?
  3. What is the variance of the maximum of two nn-sided dice rolls?
  4. How does the expected value of the maximum behave as nn \to \infty?
  5. Can you calculate the expected value of the minimum of two nn-sided dice?

Tip:

For dice problems, knowing the basic formulas for the sum of integers and squares can significantly simplify your calculations.

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Math Problem Analysis

Mathematical Concepts

Probability
Expected Value
Summation

Formulas

P(max(X, Y) = k) = (k/n)^2 - ((k-1)/n)^2
E[max(X, Y)] = Σ(k * P(max(X, Y) = k))
Sum of first n integers: Σ(k) = n(n+1)/2
Sum of squares: Σ(k^2) = n(n+1)(2n+1)/6

Theorems

Law of Total Probability
Expected Value Theorem

Suitable Grade Level

Grades 11-12