Two dice are rolled. Let X and Y be the respective numbers on the first and the

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Two dice are rolled. Let X and Y be the respective numbers on the first and the second die, and Z =Y −X.

(a) Do you expect negative or positive correlation between X and Z?

(b) Find Corr{X,Z}. (Advice: Use the particular information about the distribution of (X,Y) at the very end, if needed.)

(c) What conditions on X and Y do we need as a matter of fact, for the answer to be the same as you obtained?

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