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(1) Let X1 P oisson(1 ), X2 P oisson(2 ), and X1 and X2 are independent.

Find P (X1 = k|X1 + X2 = 2k).
(2) Let (X1 , X2 , X3 ) T rinomial(n, p1 , p2 , p3 ). That is
P (X1 = x1 , X2 = x2 , X3 = x3 ) =

n!
px1 px2 px3
x1 !x2 !x3 ! 1 2 3

where p3 = 1 p1 p2 , X3 = n X1 X2 .
Find P (X1 = k|X1 + X2 = m).
Solution. (a) Let X1 P oisson(1 ), X2 P oisson(2 ), and X1 and X2 are independent.
The probability mass function ofX1 is
e1 x1 1
P (X1 = x1 ) =
x1 !
x1 = 0, 1, ; 1 > 0.
The probability mass function ofX2 is
P (X2 = x2 ) =

e2 x2 2
x2 !

x1 = 0, 1, ; 1 > 0.
Then X1 + X2 P oisson(1 + 2 ).
P [(X1 = k) (X1 + X2 = 2k)]
P (X1 + X2 = 2k)
P [(X1 = k) (X2 = 2k k)]
=
P (X1 + X2 = 2k)
P (X1 = k) P (X2 = 2k k)
=
P (X1 + X2 = 2k)

P (X1 = k|X1 + X2 = 2k) =

e1 k1
k!

e2 2kk
2
(2kk)!

e(1 +2 ) (1 +2 )2k
(2k)!

(2k)!
k1 22kk
k!(2k k)! (1 + 2 )2k
 
2k
k1 22kk
=
k (1 + 2 )2kk+k
 
k 
2kk
2k
1
2
=
k
1 + 2
1 + 2
k 
2kk
 
2k
1
1
=
1
k
1 + 2
1 + 2

which is the probability mass function of Binomial distribution with parameters

1
2k and 1+
.
2


1
That is B 2k, 1+
.
2
(b) Let (X1 , X2 , X3 ) T rinomial(n, p1 , p2 , p3 ). That is
n!
P (X1 = x1 , X2 = x2 , X3 = x3 ) =
px1 px2 px3
x1 !x2 !x3 ! 1 2 3
where p3 = 1 p1 p2 , X3 = n X1 X2 .
P (X1 = k, X1 + X2 = m)
P (X1 + X2 = m)
P (X1 = k, X2 = m k)
=
P (X1 + X2 = m)
P (X1 = k, X2 = m k, X3 = n m)
=
P (X3 = n m)

P (X1 = k|X1 + X2 = m) =

n!
pk1 pmk
pnm
2
3
k!(mk)!(nm)!
nm
n!
p3 (1 p3 )nn+m
(nm)!m!

pk1 pmk
m!
2

=
k!(m k)! (p1 + p2 )m

k 
mk
m!
p1
p2
=
k!(m k)! p1 + p2
p 1 + p2

k 
mk
m!
p1
p1
=
1
k!(m k)! p1 + p2
p1 + p2


p1
which is binomial distribution B m,
.
p 1 + p2