Learning the fundamentals of probability and random variables can be a struggle for many students. Games by their nature require active participation and reward mastery, lending naturally to the framework of active learning. In this study, we designed and evaluated the efficacy of a lab activity using a game where strategy hinges on sums of dice to teach about linear combinations of independent random variables. We found that both activities lead to improved understandings of course concepts, but the dice game provided increased student engagement and interest.