In: Statistics and Probability
Suppose (X1,⋯,X8)∼(X1,⋯,X8)∼ Multinomial(n,p1,⋯,p8n,p1,⋯,p8).
(a) Find the joint distribution of (X1,X3+X5)using the MGF method.
(b) Find the conditional probability function of X1|X1+X3+X5=t. Be sure to specify the support sets for both (a) and (b).
Answer:
Given that:
Suppose
a) Find the joint distribution of using the MGF method
of
Let
Since
Then which is mgf of binomial (n,p)
From uniqueness property of mgf
The pmf of Y is
b)
Find the conditional probability function of . Be sure to specify the support sets for both (a) and (b).
Taking in (1) using uniqueness property of mgf
We say that