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Suppose thatX1andX2are independent random variables, thatX1has the binomial distribution with parametersn1 andp, and thatX2has the binomial distribution with parametersn2andp, wherepis the same for bothX1andX2. For each fixed value ofk (k=1,2,鈥, n1+n2), prove that the conditional distribution ofX1given thatX1+X2=kis hypergeometric with parametersn1,n2,andk.

Short Answer

Expert verified

\(P\left( {{X_1} = x|{X_1} + {X_2} = k} \right) = \frac{{\left( {\begin{array}{*{20}{c}}{{n_1}}\\x\end{array}} \right)\left( {\begin{array}{{}{}}{{n_2}}\\{k - x}\end{array}} \right)}}{{\left( {\begin{array}{{}{}}{{n_1} + {n_2}}\\k\end{array}} \right)}}\) (Proved)

Step by step solution

01

Given information

\({X_1}\)and \({X_2}\)are independent random variables.

\(\begin{align}{X_1} \sim Bin\left( {{n_1},p} \right)\\{X_2} \sim Bin\left( {{n_2},p} \right)\end{align}\)

02

State and proof

For\(x = 0,1,...,k\),

\(\begin{align}P\left( {{X_1} = x|{X_1} + {X_2} = k} \right) &= \frac{{P\left( {{X_1} = x,{X_1} + {X_2} = k} \right)}}{{P\left( {{X_1} + {X_2} = k} \right)}}\\ &= \frac{{P\left( {{X_1} = x,{X_2} = k - x} \right)}}{{P\left( {{X_1} + {X_2} = k} \right)}}\end{align}\)

Since,\({X_1}\)and\({X_2}\)are independent,

\(P\left( {{X_1} = x,{X_2} = k - x} \right) = P\left( {{X_1} = x} \right)P\left( {{X_2} = k - x} \right)\)

Here,

\({X_1} + {X_2} \sim Bin\left( {{n_1} + {n_2},p} \right)\)

So,

\(P\left( {{X_1} = x} \right) = \left( {\begin{align}{}{{n_1}}\\x\end{align}} \right){p^x}{\left( {1 - p} \right)^{{n_1} - x}}\).

\(P\left( {{X_2} = k - x} \right) = \left( {\begin{align}{}{{n_2}}\\{k - x}\end{align}} \right){p^{k - x}}{\left( {1 - p} \right)^{{n_2} - k + x}}\)

\(P\left( {{X_1} + {X_2} = k} \right) = \left( {\begin{align}{}{{n_1} + {n_2}}\\k\end{align}} \right){p^k}{\left( {1 - p} \right)^{{n_1} + {n_2} - k}}\)

\(\begin{array}{c}P\left( {{X_1} = x|{X_1} + {X_2} = k} \right) = \frac{{\left( {\begin{array}{*{20}{c}}{{n_1}}\\x\end{array}} \right){p^x}{{\left( {1 - p} \right)}^{{n_1} - x}}\left( {\begin{array}{*{20}{c}}{{n_2}}\\{k - x}\end{array}} \right){p^{k - x}}{{\left( {1 - p} \right)}^{{n_2} - k + x}}}}{{\left( {\begin{array}{*{20}{c}}{{n_1} + {n_2}}\\k\end{array}} \right){p^k}{{\left( {1 - p} \right)}^{{n_1} + {n_2} - k}}}}\\ = \frac{{\left( {\begin{array}{*{20}{c}}{{n_1}}\\x\end{array}} \right){p^k}{{\left( {1 - p} \right)}^{{n_1} + {n_2} - k}}\left( {\begin{array}{*{20}{c}}{{n_2}}\\{k - x}\end{array}} \right)}}{{\left( {\begin{array}{*{20}{c}}{{n_1} + {n_2}}\\k\end{array}} \right){p^k}{{\left( {1 - p} \right)}^{{n_1} + {n_2} - k}}}}\\ = \frac{{\left( {\begin{array}{*{20}{c}}{{n_1}}\\x\end{array}} \right)\left( {\begin{array}{*{20}{c}}{{n_2}}\\{k - x}\end{array}} \right)}}{{\left( {\begin{array}{*{20}{c}}{{n_1} + {n_2}}\\k\end{array}} \right)}}\end{array}\)

Therefore, the conditional distribution is a hypergeometric distribution with parameters\({n_1}\),\({n_2}\)and\(k\).

Hence, proved.

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