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Let $X$ follows Bernoulli(1/3), $Y$ independent of $X$ follows Bernoulli(2/3).

$$Z=\begin{cases}X &\text{if $Y=1$}\\ 1-X &\text{if $Y=0$} \end{cases}$$ Find the conditional distribution of $X=1$ given $Z=1$.

I was applying ${P(X=1,Z=1)\over P(Z=1)}$ but not being able to calculate the denominator and numerator help

I am getting $P(Z=1)=4/9 $ And the numerator as $2/9$

r.e.s.
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1 Answers1

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Here is the joint distribution of the vector $(X,Z)$

enter image description here

I suppose you are interested in deriving the distribution of $X|Z=1$

that is a bernulli

$$(X|Z=1)\sim B\left(\frac{1}{3}\right)$$

$P(X=1|Z=1)$ is not rv...it's a conditional probability $=1/3$

tommik
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