Home » Basic probability » Conditional Expectation » Expected max/min given min/max

Expected max/min given min/max

Let \(X_1\) and \(X_2\) be the numbers on two independent fair-die rolls. Let \(M\) be the maximum and \(N\) the minimum of \(X_1\) and \(X_2\). Calculate:

 

  1. \(\mathbf{E}( M| N=x) \)
  2. \(\mathbf{E}( N| M=x) \)
  3. \(\mathbf{E}( M| N) \)
  4. \(\mathbf{E}( N| M) \)

Topics