Feeling his guilt on upsetting ‘Yamuna', Lord 'Yama' decided to pay a surprise visit to his sister, after the Diwali festivites. That day no human being died as Lord 'Yama' was busy visiting his sister.
Goddess Yamuna was so happy that she prepared numerous dishes for her brother and prayed for his long life and asked him to come and visit every year this day.
Since then this day is celebrated as Bhaiya-Dooj, when every Hindu sister prays for the long life of her brother and seek blessings from Lord 'Yama'.