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343概率中等数值题medium

Robust Covariance of Multinomial Counts

题目

A fair six-sided die is rolled 6060 times independently. Let N1N_1 be the number of times face 11 appears and N2N_2 the number of times face 22 appears.

(a) Find Cov(N1,N2)\operatorname{Cov}(N_1, N_2).

(b) Use your answer to compute Var(N1+N2)\operatorname{Var}(N_1 + N_2) and verify it by recognizing the distribution of N1+N2N_1 + N_2.

Additional robustness twist: before observation, an independent random relabeling of outcome labels is applied. Compute the same target and justify invariance.

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你的答案

a

b