Two fair dice are rolled and the outcomes are mapped to X an

Two fair dice are rolled, and the outcomes are mapped to X and Y . A third random
variable Z = X Y is computed.


(a) Find the PMF of Z.
(b) Find the joint PMF for X and Z.
(c) Find E[XZ].
(d) Find the covariance.
(e) Find the correlation coefficient pX,Z = Cov(X,Z)/Var(X)Var(Z).

Solution

Two fair dice are rolled ,the outcomes are mapped in X and Y

The outcomes for X ={1,2,3,4,5,6}

The outcomes for Y ={1,2,3,4,5,6}

value of Z=X-Y is between -5 to 5 with probability 1

Z Favourable sample point No. of favourable cases PMF OF Z =P(Z=X-Y)
-5 (1,6) 1 1/36
-4 (1,5) (2,6) 2 2/36
-3 (1,4) (2,5) (3,6) 3 3/36
-2 (1,3) (2,4) (3,5) (4,6) 4 4/36
-1 (1,2) (2,3) (3,4) (4,5) (5,6) 5 5/36
0 (1,1) (2,2) (3,3) (4,4) (5,5) (6,6) 6 6/36
1 (2,1) (3,2) (4,3) (5,4) (6,5) 5 5/36
2 (3,1)(4,2) (5,3)(6,4) 4 4/36
3 (4,1)(5,2)(6,3) 3 3/36
4 (5,1)(6,2) 2 2/36
5 (6,1) 1 1/36
Two fair dice are rolled, and the outcomes are mapped to X and Y . A third random variable Z = X Y is computed. (a) Find the PMF of Z. (b) Find the joint PMF fo

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