Skip to content

Ordering three second-moment quantities for dice

Question

Throw a fair die five times independently, with results X1,…,X5X_1,\dots,X_5, and let MM be their median (the third smallest). Consider three quantities: (a) the expected product of the first two results, E[X1X2]\mathbb{E}[X_1 X_2]; (b) the expected square of the first result, E[X12]\mathbb{E}[X_1^2]; (c) the expected square of the median, E[M2]\mathbb{E}[M^2]. Order them from largest to smallest and report the order as a three-digit number using a=1a=1, b=2b=2, c=3c=3 (so 321321 would mean c>b>ac>b>a).

Short answer

231231. Independence gives (a) =3.52=12.25=3.5^2=12.25, and (b) =916≈15.17=\tfrac{91}6\approx15.17. The median has mean 3.5 but is more concentrated than a single roll, so its second moment sits between the two: (c) =2207162≈13.62=\tfrac{2207}{162}\approx13.62. Thus b>c>ab>c>a.

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

See the hint and the full worked solution in the question bank (free account).

Open the worked solution

Lessons behind this question

Start with a free lesson: Expectation, Variance and Covariance is part of a free topic. Create a free account, no card needed, to read it in full with worked solutions.

Read it free