For a random variable X taking values in {1,…,n} (or {1,…,N}), the tail-sum formula converts an expectation into a sum of survival probabilities, avoiding the need for the full pmf:
E[X]=k≥1∑P(X≥k)=k≥0∑P(X>k).
For order statistics of i.i.d. samples, P(max≤k)=F(k)n and P(min≥k)=(1−F(k−1))n, which combine with tail-summing to turn extremal expectations into sums of powers (squares, cubes, etc.) that can be evaluated in closed form. For sampling without replacement from {1,…,N}, order-statistic probabilities become hypergeometric, P(max=k)=(n−1k−1)/(nN), and the identity k(n−1k−1)=n(nk) together with the hockey-stick identity ∑k(nk)=(n+1K+1) collapses the resulting sum. Symmetry of the underlying distribution (e.g. x↦n+1−x for a die) can give medians or means for free, without computing any probabilities.