Probem 1
Let be the value of one roll of a fair die. If the value of the die is
, we are given that
has a binomial distribution with
and
(we use the notation
).
- Discuss how the joint probability function
is computed for
and
.
- Compute the conditional binomial distributions
where
.
- Compute the marginal probability function of
and the mean and variance of
.
- Compute
for all applicable
and
.
_____________________________________________________________
Discussion of Problem 1
Problem 2 is found at the end of the post.
Problem 1.1
This is an example of a joint distribution that is constructed from taking product of conditional distributions and a marginial distribution. The marginal distribution of is a uniform distribution on the set
(rolling a fiar die). Conditional of
,
has a binomial distribution
. The following is the sample space of the joint distribution of
and
.
Figure 1

The joint probability function of and
may be written as:
Thus the probability at each point in Figure 1 is the product of , which is
, with the conditional probability
, which is binomial. For example, the following diagram and equation demonstrate the calculation of
Figure 2

Problem 1.2
The following shows the calculation of the binomial distributions.
Problem 1.3
To find the marginal probability , we need to sum
over all
. For example,
is the sum of
for all
. See the following diagram
Figure 3

As indicated in , each
is the product of a conditional probability
and
. Thus the probability indicated in Figure 3 can be translated as:
We now begin the calculation.
The following is the calculation of the mean and variance of .
Problem 1.4
The conditional probability is easy to compute since it is a given that
is a binomial variable conditional on a value of
. Now we want to find the backward probability
. Given the binomial observation is
, what is the probability that the roll of the die is
? This is an application of the Bayes’ theorem. We can start by looking at Figure 3 once more.
Consider . In calculating this conditional probability, we only consider the 5 sample points encircled in Figure 3 and disregard all the other points. These 5 points become a new sample space if you will (this is the essence of conditional probability and conditional distribution). The sum of the joint probability
for these 5 points is
, calculated in the previous step. The conditional probability
is simply the probability of one of these 5 points as a fraction of the total probability
. Thus we have:
We do not have to evaluate the components that go into . As a practical matter, to find
is to take each of 5 probabilities shown in
and evaluate it as a fraction of the total probability
. Thus we have:
Calculation of
Here’s the rest of the Bayes’ calculation:
Calculation of
Calculation of
Calculation of done earlier
Calculation of
Calculation of
Calculation of
Calculation of
_____________________________________________________________
Probem 2
Let be the value of one roll of a fair die. If the value of the die is
, we are given that
has a binomial distribution with
and
(we use the notation
).
- Discuss how the joint probability function
is computed for
and
.
- Compute the conditional binomial distributions
where
.
- Compute the marginal probability function of
and the mean and variance of
.
- Compute
for all applicable
and
.
_____________________________________________________________
Answers to Probem 2
Problem 2.3
Problem 2.4