What is the PMF of a sum of two discrete random variables?

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Discussion Overview

The discussion revolves around the problem of determining the probability mass function (PMF) of the sum of two independent discrete random variables, specifically when both variables have the same geometric PMF. The focus is on deriving the conditional probability P(X=k|X+Y=n) and understanding the relationship between the variables involved.

Discussion Character

  • Homework-related
  • Mathematical reasoning

Main Points Raised

  • Alex presents the problem of finding P(X=k|X+Y=n) for independent discrete random variables X and Y with the same geometric PMF and expresses confusion about calculating P(X+Y=n).
  • Alex notes that the conditional probability can be expressed as P(X=k)P(Y=n-k)/P(X+Y=n) and seeks clarification on how to relate P(X+Y=n) to the properties of X and Y.
  • A participant suggests that knowing the realization of X (X=k) and the total n allows for determining the realization of Y (Y=n-k) to find the joint probability P(X=k, Y=n-k).
  • Alex later indicates that they resolved their confusion regarding the problem.

Areas of Agreement / Disagreement

The discussion does not appear to reach a consensus on the calculation of P(X+Y=n) as Alex initially sought clarification, but later expresses that they figured it out independently.

Contextual Notes

There are no explicit limitations or unresolved mathematical steps mentioned, but the initial confusion regarding the relationship between the PMFs suggests potential complexities in understanding the joint distribution.

Who May Find This Useful

Participants interested in discrete probability theory, particularly those studying the properties of sums of random variables and conditional probabilities.

Alupsaiu
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Hi,

I'm working a problem and I'm stuck on one part. Consider, X and Y, two independent discrete random variables who have the same geometric pmf. Show that for all n ≥ 2, the PMF

P(X=k|X+Y=n) is uniform.

Now, this equals: P(X=k)P(Y=n-k)/P(X+Y=n), which follows from the definition of conditional probability. Since the X and Y have the same geometric pmf the numerator is easy to calculate, but I'm stuck on what exactly P(X+Y=n) is. I know it's the joint PMF, but how can I relate it to the problem (i.e. to the fact that X and Y have the same geo PMF, that X and Y are independent etc). Any help is appreciated.

Thanks,
Alex
 
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To be more specific, the problem is to show for any integer n≥2
 
Hey Alupsaiu and welcome to the forums.

What are finding difficult about the P(X + Y = n)?

You are given the realization of X (X = k), and you are given n, so based on that you should be able to get the realization of Y to figure out your probability.

That probability is just the probability that given n, it represents the probability that X = k and Y = n - k, In other words it is the same as saying P(X = k, Y = n - k).
 
Hey, thanks for the reply. I figured the problem out a while ago, I don't know exactly why I found it confusing, long day I suppose haha. Thanks for the help though!
 

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