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When you roll two fair dice and add the results, what is the expected sum?
Expected value is linear: the expected value of a sum equals the sum of expected values.
This works even if X and Y are not independent!
Let = result of die 1, = result of die 2.
We want .
We know and from the single die calculation.
On average, the sum of two dice is 7.
We can verify by computing :
| Sum (s) | Ways | P(S=s) | s × P(s) |
|---|---|---|---|
| 2 | 1 | ||
| 3 | 2 | ||
| 4 | 3 | ||
| 5 | 4 | ||
| 6 | 5 | ||
| 7 | 6 | ||
| 8 | 5 | ||
| 9 | 4 | ||
| 10 | 3 | ||
| 11 | 2 | ||
| 12 | 1 |
Linearity of expectation is one of the most powerful tools in probability: