Let X and Y are independent negative binomial distribution. Find the conditional distribution of X|Y=y.
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Answered by
2
Answer:
Correct option is A)
We have P(
X+Y=r+s
X=r
)=
P(X+Y=r+s)
P[(X=r)∩(X+Y=r+s)]
=
P(X+Y=r+s)
P[(X=r)∩(Y=s)]
=
P(X+Y=r+s)
P(X=r)P(Y=s)
P(X+Y=r+s)=
k=0
∑
r+s
P[(X=k)∩(Y=r+s−k)]
=
k=0
∑
r+s
(
n
C
k
.p
k
.q
n−k
)(
m
C
r+s−k
.p
r+s−k
.q
m−r−s+k
)
=p
r+s
.q
m+n−r−s
.
k=0
∑
r+s
(
n
C
k
)(
m
C
r+s−k
)
Now the last sum is the expression for the number of ways of choosing r+s persons out of n men and m women, which is
m+n
C
r+s
.
Therefore P(X+Y=r+s)=
m+n
C
r+s
.p
r+s
.q
m+n−r−s
so that
P(
X+Y=r+s
X=r
)=
m+n
C
r+s
.p
r+s
.q
m+n−r−s
(
m
C
r
.p
r
.q
n−r
)(
n
C
s
.p
s
.q
m−s
)
=
m+n
C
r+s
(
m
C
r
)(
n
C
s
)
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