Let ? be a positive integer random variable with PMF of the form
??(?)=12⋅?⋅2−?,?=1,2,…. |
Once we see the numerical value of ?, we then draw a random variable ? whose (conditional) PMF is uniform on the set {1,2,…,2?}.
1.1
Write down an expression for the joint PMF ??,?(?,?).
For ?=1,2,… and ?=1,2,…,2?:
??,?(?,?)=?
1.2
Find the marginal PMF ??(?) as a function of ?. For simplicity, provide the answer only for the case when ? is an even number. (The formula for when ? is odd would be slightly different, and you do not need to provide it).
Hint: You may find the following helpful: ∑?=0∞??=11−? for 0<?<1.
For ?=2,4,6,…:
??(?)=?
1.3.
Let ? be the event that ? is even. Find ?(?|?=?) and ?(?).
?(?∣?=?)= ?
?(?)=?
1.4 Is the event ? independent of ??
Let ? be a positive integer random variable with PMF of the form ??(?)=12⋅?⋅2−?,?=1,2,…. Once we...
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