Min or Diff?
Optiver
You roll two six-sided die. What's likely to be bigger, their absolute difference, or the smaller of the two dice?
Answer
To answer this question, we'll compute the absolute difference between two dice (discrete uniform random variables $[1,6]$). Denote the rolls of the two dice X and Y. Then $E(\lvert X-Y \rvert)$ can be split between three cases: $$X=Y \Rightarrow E(\lvert X-Y\rvert)=0$$ $$X\gt Y \Rightarrow E(\lvert X-Y \rvert)=E(X-Y)$$ $$X\lt Y \Rightarrow E(\lvert X-Y\rvert)=E(Y-X)$$Now note that $E(X-Y)=E(Y-X)$ since X and Y are discrete uniform random variables from the same law. Therefore we can express: $$E(\lvert X-Y \rvert)=2E(X-Y)1_{X\gt Y}$$Where $1_{X\gt Y}$ is the indicator function - it takes value 1 if $X \gt Y$ and 0 otherwise. This allows us to only consider the case where X is greater than Y and halves the number of cases we need to consider. Now note the difference between two different rolls can be at most 5 and at least 1. Let's evaluate a few to see the pattern: $$X-Y=5 \text{ - This only happens if X=6 and Y=1 - so 1 way only}$$ $$X-Y=4 \text{ - This can happen if X=5, Y=1 or X=6, Y=2 - so in 2 ways}$$ $$X-Y=3 \text{ - This happens if X=4, Y=1 or X=5, Y=2 or X=6, Y=3 - so 3 ways}$$ Notice the pattern - $k$ can be the difference between the two dice in $6-k$ ways for $k$ between 1 and 5. There's a total of $6\cdot 6=36$ possibile outcomes when rolling the two dice, so we can find the expected difference as the sum of possible differences weighted by their probabilities: $$\text{Assuming X>Y: }E(X-Y) = \sum_{k=1}^5 k \cdot \frac{6-k}{36}=\frac{35}{36}$$Therefore, the expected absolute difference is: $$E(\lvert X-Y\rvert)=2\cdot \frac{35}{26}=\frac{70}{36}$$Now, let's move on to the smallest between the two rolls. To find the expected minimum, let's again evaluate a few possibilities to notice the pattern. $min(X,Y)=1$ in the following three ways: $$X=Y=1 \text{ - Happens in 1 way only}$$ $$X=1,\, Y\gt 1 \text{5 possible values for Y, so 5 ways}$$ $$X\gt 1, \, Y=1 \text{5 possible values for X, so 5 ways}$$In total, there are $2\cdot 5 + 1=11$ out of 36 possible outcomes where 1 is the minimum between the two. What about for $min(X,Y)=2$? $$X=Y=2 \text{ - Happens in 1 way only}$$ $$X=2, \, Y\gt 2 \text{4 possible values for Y, so 4 ways}$$ $$X\gt 2, \, Y=2 \text{4 possible values for X, so 4 ways}$$In total, that's $2\cdot 4 + 1=9$ out of 36 ways where 2 is the minimum. Notice the pattern: there's always one way to have them both be the same, and $6-k$ ways that $k$ can be the strictly smaller of the two (as you always have $6-k$ values to choose above $k$). That means probability of $k$ being the smallest of the two is $\frac{2\cdot (6-k) + 1}{36}$. We can then compute the expected value by weighing the possible outcomes with their probabilities: $$E(min(X,Y))=\sum_{k=1}^6 k \cdot \frac{2\cdot (6-k) + 1}{36}=\frac{91}{36}$$In conclusion, we found that $E(\lvert X-Y\rvert)=\frac{70}{36}$ and $E(min(X,Y))=\frac{91}{36}$ and therefore minimum of the two is larger on average.