Expected Value of the Second-Highest of Several Dice Rolls
Roll a fair six-sided die multiple times (say $4$ rolls) and record the values. What is the expected value of the second-highest roll? (Take the second order statistic from the top among the $n$ rolls.)
Hints
- Use $E[Y] = \sum_{k\ge1} P(Y \ge k)$ for the integer-valued order statistic.
- The second-highest is $\ge k$ iff at least two of the $n$ rolls are $\ge k$.
- Compute $P(\text{at least 2 rolls} \ge k)$ via the binomial complement and sum over $k = 1$ to $6$.
Worked Solution
How to Think About It: Use the tail-sum formula for expectations of nonnegative integer variables: $E[Y] = \sum_{k \ge 1} P(Y \ge k)$. Let $Y$ be the second-highest of $n$ rolls. The event $\{Y \ge k\}$ means at least two of the rolls are $\ge k$. Compute that via the complement (zero or one roll is $\ge k$).
Quick Estimate: With 4 rolls the second-highest typically sits a bit below the maximum. The max of 4 dice averages about 5.2, so the second-highest should be around 4.5.
Formal Solution: Let $p_k = P(\text{one die} \ge k) = (7 - k)/6$ for $k = 1, \ldots, 6$. With $n = 4$ independent rolls, the number that are $\ge k$ is Binomial$(4, p_k)$. The second-highest is $\ge k$ iff at least 2 dice are $\ge k$:
$P(Y \ge k) = 1 - (1 - p_k)^4 - 4 p_k (1 - p_k)^3.$
Then $E[Y] = \sum_{k=1}^{6} P(Y \ge k)$. Evaluating $p_k = 6/6, 5/6, 4/6, 3/6, 2/6, 1/6$ for $k=1,\ldots,6$ and summing the tail terms gives
$E[Y] \approx 1 + 0.984 + 0.890 + 0.688 + 0.407 + 0.132 \approx 4.10.$
Answer: For $n = 4$ rolls, $E[\text{second-highest}] \approx 4.10$.
Intuition
The workhorse here is the tail-sum identity $E[Y] = \sum_k P(Y \ge k)$, which sidesteps having to write down the full distribution of an order statistic. Translating 'second-highest is at least $k