Find joint probability mass function of X and Y given marginal distribution of X and conditional distribution of Y given X.

probability distributions

how can we find joint probability mass function of discrete random variables X and Y, if we are given marginal distribution of X as well as the the conditional distributions of Y given X ? Thanks for the help.

Best Answer

We have :

$$ P(X = m, Y = n) = \underbrace{P(X = m)}_{\text{marginal}}\underbrace{P(Y = n | X = m)}_{\text{conditional}} $$

The marginal is given, the conditional is given, thus the joint is recovered. This step is often skipped even in elementary textbooks, so it is good you asked.

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