Comparing a Dice Sum to a Coin Count

Probability · Medium · Free problem

Consider two independent random variables:

  • $X$: the sum of 100 rolls of a fair 100-sided die (faces $1, 2, \ldots, 100$).
  • $Y$: the number of heads from 600 independent flips of a fair coin.

Is $P(X < Y)$ less than 1%? Use the Central Limit Theorem to justify your answer.

Hints

  1. Compare the means of $X$ and $Y$ first -- how far apart are they?
  2. Compute the variance of $W = X - Y$ using independence, then apply the CLT to approximate $W$ as normal.
  3. Calculate the $z$-score for $W < 0$. If it is beyond $-4$ or so, the probability is negligible.

Worked Solution

How to Think About It: Before doing any math, think about the means. The dice sum averages $100 \times 50.5 = 5050$, while the coin-flip count averages $600 \times 0.5 = 300$. That is a gap of nearly 5000. The question is whether the tails of these distributions overlap enough for $X$ to fall below $Y$. Given that both have standard deviations in the low hundreds at most, a gap of 5000 is enormous in standard-deviation units. This should be astronomically unlikely.

Quick Estimate: Let $W = X - Y$. By independence:

  • $E[W] = 5050 - 300 = 4750$
  • $\text{Var}(X) = 100 \times \frac{99 \times 101}{12} = 100 \times 833.25 = 83{,}325$
  • $\text{Var}(Y) = 600 \times 0.25 = 150$
  • $\text{Var}(W) = 83{,}325 + 150 = 83{,}475$
  • $\sigma_W = \sqrt{83{,}475} \approx 289$

By the CLT, $W$ is approximately normal. We need $P(W < 0)$:

$$z = \frac{0 - 4750}{289} \approx -16.4$$

A $z$-score of $-16.4$ corresponds to a probability so small it is effectively zero -- far beyond anything in a standard normal table (which typically stops around $z = -4$ at roughly $3 \times 10^{-5}$). We are talking about $P \approx 10^{-60}$ or less.

Approach: Formalize using the CLT on the difference $W = X - Y$.

Formal Solution:

Each die roll $D_i$ satisfies $E[D_i] = 50.5$ and $\text{Var}(D_i) = \frac{(100^2 - 1)}{12} = \frac{9999}{12} = 833.25$. So:

$$E[X] = 100 \times 50.5 = 5050, \quad \text{Var}(X) = 100 \times 833.25 = 83{,}325$$

For the coin flips, $Y \sim \text{Binomial}(600, 0.5)$:

$$E[Y] = 300, \quad \text{Var}(Y) = 150$$

Since $X$ and $Y$ are independent, $W = X - Y$ has:

$$E[W] = 4750, \quad \text{Var}(W) = 83{,}475, \quad \sigma_W \approx 289$$

By the CLT (both $X$ and $Y$ are sums of many independent terms), $W$ is well-approximated by $N(4750, 83{,}475)$.

$$P(X < Y) = P(W < 0) = \Phi\!\left(\frac{-4750}{289}\right) = \Phi(-16.4) \approx 0$$

For context, $\Phi(-6) \approx 10^{-9}$. At $z = -16.4$, the probability is on the order of $10^{-60}$.

Answer: Yes, $P(X < Y)$ is far less than 1% -- it is effectively zero. The means are separated by over 16 standard deviations of $W$, making the event $X < Y$ essentially impossible.

Intuition

This problem is really about developing the reflex to check means and standard deviations before doing any heavy computation. The means of $X$ and $Y$ are 5050 and 300 -- a gap of 4750. The combined standard deviation of their difference is only about 289. That puts the overlap region more than 16 standard deviations away from the mean, which in a normal distribution is beyond any practical probability.

The broader lesson: when two random quantities have means that are many standard deviations apart, no amount of tail behavior can rescue the comparison. This is the quantitative intuition behind "separation of scales" arguments that arise constantly in risk management. If your portfolio's expected P&L is 16 sigma above your loss threshold, you do not worry about that threshold -- you worry about model risk and whether your sigma estimate is correct.

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