Question: I know it's similar to [this](https://math.stackexchange.com/questions/265809/sup-gyy-in-y-leq-inf-fxx-in-x)
and I proved this inequality, but I'm stuck at finding examples that this inequality is strict.  

thanks.

Edit: range is bounded.

Answer: 
The inequality can be strict if both $X$ and $Y$ have at least two elements. For an example pick arbitrary elements $x\_1 \in X$ and $y\_1 \in Y$ and define
$$
 f(x, y) = \begin{cases}
 0 & \text{ if } x=x\_1 \text{ and } y = y\_1 \\
 1 & \text{ if } x=x\_1 \text{ and } y \ne y\_1 \\
 1 & \text{ if } x\ne x\_1 \text{ and } y = y\_1 \\
 0 & \text{ if } x\ne x\_1 \text{ and } y \ne y\_1 \, .
\end{cases}
$$
Then $\inf\{f(x,y) : x \in X\} = 0$ for all $y \in Y$, and $\sup\{f(x,y) : y \in Y\} = 1$ for all $x \in X$, and therefore
$$
\sup\{\inf\{f(x,y) : x \in X\}: y \in Y\} = 0 < 1 = \inf\{\sup\{f(x,y) : y \in Y\}: x \in X\} \, .
$$
Any nonzero linear function should demonstrate this. For example:

Set $X=\mathbb{R}$ and $Y=\mathbb{R}$ and $f(x,y)=x+y$. Then, for any fixed $y^\*\in Y$, we have $\inf\_{x\in X}f(x,y)=\inf\_{x\in\mathbb{R}}(x+y^\*)\to-\infty$, so $$\sup\_{y\in Y}\big(\inf\_{x\in X}f(x,y))\big)=\sup\_{y\in Y}\{-\infty\}=-\infty.$$
Similarly, for any fixed $x^\*\in X$, one can observe $\sup\_{y\in Y}f(x,y)\to +\infty$ and hence $$\inf\_{x\in X}\big(\sup\_{y\in Y}f(x,y)\big)=+\infty,$$
which demonstrates strictness of the linequality.