Correlation of two face-counts

You roll a fair 66-sided die nn times. Let XX be the number of 11s rolled and YY the number of 55s. Compute Corr(X,Y)\operatorname{Corr}(X, Y).

Show hints (2)+
  1. (X,Y)(X,Y) are multinomial counts: Var=np(1p)\operatorname{Var}=n p(1-p) each, Cov=npXpY\operatorname{Cov}=-n p_X p_Y.
  2. With pX=pY=16p_X=p_Y=\tfrac16: Corr=n/365n/36=15\operatorname{Corr}=\dfrac{-n/36}{5n/36}=-\tfrac15.

Answer

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-0.2 (± 0.005)

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Asked at: Citadel, Two Sigma

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