[Math] Covariance of two dice rolls

covarianceprobabilitystatistics

You throw two dice.

a) What is the probability that the difference in the values showing equals 1? (4,3 and 3,4 both qualify)

b) What is the covariance between the value of the first die and the value of the second die?

Attempted Solutions:

a) I got .2777 because there are 36 elements in the event space and 10 of which have a difference of 1.

b) I know that $Cov(X,Y) = E(XY) – E(X)E(Y)$. $E(X)$ and $E(Y)$ are both 3.5. I am not sure how to obtain $E(XY)$ though.

Best Answer

a) Correct.

b) Hint: Independence.

Also $\mathsf E(XY) =\sum\limits_{x=1}^6\sum\limits_{y=1}^6 \dfrac{xy}{36}$