and
are independent and identically distributed with PMF
![\mathrm{Pr}(X = x) = \begin{cases}1/6 & \text{if } x \in\{1,2,3,4,5,6\} \\ 0 & \text{otherwise}\end{cases}](https://img.qammunity.org/2023/formulas/mathematics/college/kg47c6vk0aia43n2pbyjoxjm8npkb3i2qk.png)
If
, then
has range/support
{-5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5}
where we can get
- -5 = 1 - 6 in 1 way, hence with probability 1/36
- -4 = 1 - 5 = 2 - 6 in 2 ways, with probability 2/36 = 1/18
- -3 = 1 - 4 = 2 - 5 = 3 - 6 in 3 ways, with probability 3/36 = 1/12
and so on, so that the PMF of
is
![\mathrm{Pr}(Z=z) = \begin{cases}1/36 & \text{if } z\in\{-5,5\} \\ 2/36 & \text{if } z\in\{-4,4\} \\ 3/36 & \text{if }z\in\{-3,3\} \\ 4/36 & \text{if } z\in\{-2,2\} \\ 5/36 & \text{if } z\in\{-1,1\} \\ 6/36 & \text{if } z =0 \\ 0 & \text{otherwise}\end{cases}](https://img.qammunity.org/2023/formulas/mathematics/college/frjq1rpnta7kzimge0xy2tkwq5mrdf9mjg.png)