Correlation of Rolling Two Dice If A is a random variable responsible for calculating the sum of two independent rolls of a die, and B is the result of calculating the value of first roll minus the value second roll, is is true that A and B have a cov(A,B)!=0? In other words, is it true that they are correlated? I've come to the conclusion that they must be correlated because they are not independent, that is, the event of A can have an impact on event B, but I remain stuck due to the fact that causation does not necessarily imply correlation. I know that independence −> uncorrelation, but that the opposite isn't true.

scherezade29pc

scherezade29pc

Answered question

2022-07-20

Correlation of Rolling Two Dice
If A is a random variable responsible for calculating the sum of two independent rolls of a die, and B is the result of calculating the value of first roll minus the value second roll, is is true that A and B have a c o v ( A , B ) 0? In other words, is it true that they are correlated?
I've come to the conclusion that they must be correlated because they are not independent, that is, the event of A can have an impact on event B, but I remain stuck due to the fact that causation does not necessarily imply correlation.
I know that independence −> uncorrelation, but that the opposite isn't true.

Answer & Explanation

iljovskint

iljovskint

Beginner2022-07-21Added 18 answers

Covariance of independent variables is 0 but covariance of dependent variables is not necessarily non-zero: it might be 0 (which is exactly what happens in this case), so your conclusion is untrue.
Let X 1 , X 2 be independent random variables denoting the number rolled on the two fair die respectively. X 1 , X 2 are identically distributed. A = X 1 + X 2 , B = X 1 X 2
E [ B ] = E [ X 1 ] E [ X 2 ] = 0. E [ A B ] = E [ X 1 2 ] E [ X 2 2 ] = 0.
So the covariance E [ A B ] E [ A ] E [ B ] is 0.

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