What is the expected value of the largest of the three dice rolls?
Solution 1:
More generally let's find $E[X_\max]$ and $E[X_\min]$ where $X_\max$ and $X_\min$ are the largest and smallest outcomes among $n$ independent rolls of an $s$-sided die with sides numbered from $1$ to $s$.
Define $X_i$ to be the random variable whose value is $1$ if $X_\max\ge i$ and $0$ otherwise; then $$X_\max=\sum_{i=1}^sX_i$$ and $$E[X_\max]=E\left[\sum_{i=1}^sX_i\right]=\sum_{i=1}^sE[X_i]=\sum_{i=1}^sP(X_i=1)=\sum_{i=1}^sP(X_\max\ge i)$$ $$=\sum_{i=1}^s[1-P(X_\max\lt i)]=\sum_{i=1}^s\left[1-\left(\frac{i-1}s\right)^n\right]=s-s^{-n}\sum_{i=1}^s(i-1)^n=\boxed{s-s^{-n}\sum_{i=1}^{s-1}i^n}.$$ Since the outcome of a single roll is distributed symmetrically about its mean $\frac{1+s}2$, we have $E[X_\min]+E[X_\max]=1+s$, so that $$E[X_\min]=1+s-E[X_\max]=\boxed{1+s^{-n}\sum_{i=1}^{s-1}i^n}.$$
When $s=6$ and $n=3$ we have $$E[X_\max]=6-6^{-3}(1^3+2^3+3^3+4^3+5^3)=6-6^{-3}\binom62^2=6-\frac{25}{24}=\boxed{\frac{119}{24}}$$ and $$E[X_\min]=7-E[X_\max]=7-\frac{119}{24}=\boxed{\frac{49}{24}}.$$
Solution 2:
Let $X_{i}$ be the value from individual die
Let Z be the max value: $Z = max(X_1, X_2, X_3)$
The CDF of Z is $F_Z(x) = P(Z\le x) = P(X_1\le x)P(X_2\le x) P(X_3\le x) = F_{X_1}(x)^3 = (x/6)^3 $
Therefore PMF of Z: $f_Z(x) = F_Z(x) - F_Z(x-1) = (x^3-(x-1)^3)/6^3 $
$ E(Z) = \sum_{x=1}^6 xf_Z(x) = 119/24 $