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065概率困难derivationmedium

Mixtures of Independent Distributions Destroy Independence

题目

A biased coin lands heads with probability 1/21/2. If heads, set (X,Y)=(1,1)(X, Y) = (1, 1). If tails, draw XX and YY independently, each Bernoulli(1/2)\text{Bernoulli}(1/2). (a) Compute the full joint distribution of (X,Y)(X, Y). (b) Show that XX and YY have the same marginal distribution. (c) Are XX and YY independent? Prove your answer. (d) Compute P(X=1Y=0)P(X = 1 \mid Y = 0) and compare it to P(X=1)P(X = 1). Interpret the result.

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