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Expected value of the maximum of dice

Asked at Optiver, IMC

You roll nn fair six-sided dice and record the largest value that appears.

What is the expected value of this maximum? Work out the case n=2n = 2 exactly, then give the general formula.

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For an integer-valued random variable M0M \ge 0, the tail-sum formula says E[M]=k1P(Mk).E[M] = \sum_{k \ge 1} P(M \ge k). The event {Mk}\{M \ge k\} is easy to complement: the max is below kk iff every die is below kk.

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