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This problem is a cute application of joint distribution and conditional probability. This is the problem 5 from ISI MStat 2018 PSB.

Suppose and are identically distributed random variables, not necessarily independent, taking values in . If and obtain the joint distribution of .

- Probability Theory
- Joint Distribution
- The expectation of Functions of Random Variables
- Conditional Probability

This problem is mainly about crunching the algebra of the conditions and get some good conditions for you to easily trail your path to the solution.

Usually, we go forward starting with the distribution of and to the distribution of (). But, we will go backward from the distribution of () to , and with the help of conditional probability.

Now, observe because and are identically distributed.

Let's calculate the following:

- and and
- and

Now, can take values {}.

.

.

or .

Now, we need another condition, do you see that ?

Now, you can solve it easily to get the solutions .

Now, what do you think, how many expectation values will be required if and takes values in {1, 2, 3}?

What if and takes values in {}?

What if there are taking values in {}?

This is just another beautiful counting problem.

Enjoy and Stay Tuned!

This problem is a cute application of joint distribution and conditional probability. This is the problem 5 from ISI MStat 2018 PSB.

Suppose and are identically distributed random variables, not necessarily independent, taking values in . If and obtain the joint distribution of .

- Probability Theory
- Joint Distribution
- The expectation of Functions of Random Variables
- Conditional Probability

This problem is mainly about crunching the algebra of the conditions and get some good conditions for you to easily trail your path to the solution.

Usually, we go forward starting with the distribution of and to the distribution of (). But, we will go backward from the distribution of () to , and with the help of conditional probability.

Now, observe because and are identically distributed.

Let's calculate the following:

- and and
- and

Now, can take values {}.

.

.

or .

Now, we need another condition, do you see that ?

Now, you can solve it easily to get the solutions .

Now, what do you think, how many expectation values will be required if and takes values in {1, 2, 3}?

What if and takes values in {}?

What if there are taking values in {}?

This is just another beautiful counting problem.

Enjoy and Stay Tuned!

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