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F functions of random variables
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Easy


Suppose we roll two dice and let $X$ and $Y$ be the two numbers that appear. Find the distribution of $|X-Y|$.

Solution:

The sample space $\Omega=\{(x,y)| x,y\in\{1,2,3,4,5,6\}\}$. So, $Supp[X]=Supp[Y]=\{1,2,3,4,5,6\}$.

Let $Z=|X-Y|$. Naturally, $Supp[Z]=\{0,1,2,3,4,5\}$. The distribution of $Z$ is computed in the following table:

$z\in Supp[Z]$the event $(Z=z)$$P(Z=z)$
0$\{(6,6),(5,5),(4,4),(3,3),(2,2),(1,1)\}$$\frac{6}{36}$
1$\{(5,6),(4,5),(3,4),(2,3),(1,2),(2,1),(6,5),(5,4),(4,3),(3,2)\}$$\frac{10}{36}$
2$\{(4,6),(3,5),(2,4),(1,3),(3,1),(4,2),(5,3),(6,4)\}$$\frac{8}{36}$
3$\{(3,6),(2,5),(1,4),(4,1),(5,2),(6,3)\}$$\frac{6}{36}$
4$\{(2,6),(1,5),(5,1),(6,2)\}$$\frac{4}{36} $
5$\{(1,6),(6,1)\}$$\frac{2}{36}$