I have to compute $E(max(X,Y)|min(X,Y)=t)$ where X and Y are independent and have uniform distribution on $[0,1]$.

I made this task:






But the answer is diffrent. Where did I mistake? Thanks in advance.


I think you computed your left-hand side incorrectly.

$$E[\max(X,Y) 1_{\min(X,Y) > s}] = \int_s^1 \int_x^1 y \, dy \, dx + \int_s^1 \int_y^1 x \, dx \, dy = \int_s^1 (1-t^2) \, dt$$

Setting the integrand equal to $f(t) 2(1-t)$ yields $f(t) = \frac{1+t}{2}$.

Alternate approach:

$$\begin{align}E[\max(X,Y) \mid \min(X,Y) = t] &= \int_0^\infty P(\max(X,Y) \ge u \mid \min(X,Y) = t) \, du \\ &= \int_0^t 1 \, du + \int_t^1 \frac{2(1-u)}{2(1-t)} \, du \\ &= t + \frac{(1-t)^2 / 2}{1-t} = t + \frac{1-t}{2} = \frac{1 + t}{2}. \end{align}$$


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