Find conditional probability mass function

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SUMMARY

This discussion focuses on finding the conditional probability mass function (pmf) for the joint distribution of two random variables, X and Y, conditioned on X=x. The participants analyze the relationships between X, Y, and two uniform random variables, U1 and U2, specifically under the condition that X=x and X≥2Y. The conditional pmf is derived by examining the possible combinations of U1 and U2 given a fixed value of X, with a specific example provided for X=9, leading to a conditional probability of 1/2 for Y=4. The conversation emphasizes the importance of understanding the simple probability distributions of U1 and U2 to derive the conditional distributions of Y.

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psie
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Homework Statement
Consider a fair die thrown twice. Let ##U_1## be the dots on the first throw and ##U_2## on the second (intuitively, they are independent). Let ##X=U_1+U_2## and ##Y=\min(U_1,U_2)##. Find the conditional probability (mass) function ##p_{Y|X=x}(y)## and the conditional distribution ##F_{Y|X=x}(y)##.
Relevant Equations
We have $$p_{Y|X=x}(y)=\frac{p_{X,Y}(x,y)}{p_X(x)}=\frac{p_{X,Y}(x,y)}{\sum_z p_{X,Y}(x,z)},$$and $$F_{Y|X=x}(y)=\frac{\sum_{z\leq y}p_{X,Y}(x,z)}{p_X(x)}=\frac{\sum_{z\leq y} p_{X,Y}(x,z)}{\sum_z p_{X,Y}(x,z)}.$$
I don't really know how to approach this problem, but my plan is to find ##p_{X,Y}(x,y)=P(X=x,Y=y)##. The two conditions ##X=x## and ##Y=y## in terms of ##U_1## and ##U_2## read (I think) $$U_1=y,U_2 = x-y \text{ or }U_2 = y, U_1 = x-y,\qquad x\geq 2y.$$ So $$P(X = x, Y = y) = \begin{cases} P(U_1 = y, U_2 = x-y\text{ or }U_2 = y, U_1 = x-y) & x\geq 2y \\ 0 & x < 2y\end{cases}.$$ I don't know how to proceed and find ##p_{Y|X=x}(y)##.
 
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I think you are severely overcomplicating things. Both ##X## and ##Y## are functions of ##U_1## and ##U_2## whose probability distributions are very simple. For a given ##X = x##, what are the possible values of ##U_1## and ##U_2##? What are the probabilities of each combination? What does this mean for ##Y##?
 
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Orodruin said:
I think you are severely overcomplicating things. Both ##X## and ##Y## are functions of ##U_1## and ##U_2## whose probability distributions are very simple. For a given ##X = x##, what are the possible values of ##U_1## and ##U_2##? What are the probabilities of each combination? What does this mean for ##Y##?
I appreciate the reply, but I feel very hopeless about this. If we fix an ##x##, then the possible values of ##U_1,U_2## are ##U_1=y,U_2=x-y## or ##U_2=y,U_2=x-y##, and we want ##x\geq 2y##. But then I'm just getting back into what I did above. Could you elaborate on your approach a bit more? Maybe show how you would obtain the conditional pmf, and from there I can see if I can either modify my approach or go with yours.
 
psie said:
Could you elaborate on your approach a bit more?

Please try to answer the questions I posed in the previous post. You only answered the first:
Orodruin said:
For a given ##X = x##, what are the possible values of ##U_1## and ##U_2##?

The second and third are very significant:
Orodruin said:
What are the probabilities of each combination? What does this mean for ##Y##?
Edit: Note: I am talking about the probabilities conditioned on ##X = x## here. It is the only thing you need to look at.
 
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Here is an illustration to help your thought process:
1718746744453.png

If the general case is too hard to start with, focus on this special case of x = 9. What are the conditional distributions of ##U_1## and ##U_2##. Can you fill out the values of ##Y## in this square? What is the conditional probability to find ##Y = 4##?
 
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psie said:
If we fix an ##x##, then the possible values of ##U_1,U_2## are ##U_1=y,U_2=x-y## or ##U_2=y,U_2=x-y##, and we want ##x\geq 2y##.

Ok, i just reread this and realized it actually did not really answer my first question either. The first question asks what is the possible combinations of ##U_1## and ##U_2## given ##X = x##. The value of ##Y## does not enter into the question, just the conditioning on ##X##.
 
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Orodruin said:
Here is an illustration to help your thought process:
View attachment 347103
If the general case is too hard to start with, focus on this special case of x = 9. What are the conditional distributions of ##U_1## and ##U_2##. Can you fill out the values of ##Y## in this square? What is the conditional probability to find ##Y = 4##?
Ok, thank you for elaborating. I don't see the general case right now. In this special case, the conditional pmf of ##U_1## and ##U_2## are, I believe, ##\frac14## (since ##3,4,5## and ##6## have equal probability of appearing). The values of ##Y## are ##3## or ##4##, also with equal probability, so the conditional probability must be ##\frac12## to find ##Y=4## given ##X=9##. Is this correct?
 
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psie said:
the conditional probability must be 1/2 to find Y=4 given X=9. Is this correct?
Yes. Even values of X are a little trickier.
 
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haruspex said:
Yes. Even values of X are a little trickier.
Although still not very tricky …
 

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