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asked to find the conditional distribution of X given X+Y. By using the definition of a conditional distribution, f (x|y) = f(x, y)/f(y), we can determine this distribution by computing the joint distribution of x and x+y, f(x, x+y), and the marginal distribution of x, f(x), for this particular case. The first step in solving this problem is to determine f(x, x+y). Now, since X and Y are independent random variables, we can take advantage of the definition of independence ,i.e. f(x,y)= f(x)*f(y) to determine the joint pmf of (X,Y) to be f(x,y)=[(x)x e-(x) / x!] *[(y)y e-(y) / y!] for x,y=0,1,2,… Next, by defining U=X+Y and V=X, we can use a bivariate transformation of f(x,y) to find f(u,v) and thus determine f(x,x+y). It is important to note that the possible values for (u,v) are determined by the fact that the possible values for v=x are nonnegative integers and so the values for u= x+y must be integers greater than or equal to v since y is also a nonnegative integer. Hence, the pmf of f(u,v)will become f(u-v,v). To complete this transformation: 1. We solve for the inverse function of x in terms of U and V, i.e. y=u-x=u-v and x=v. 2. We find the Jacobian of y and x in terms of u and v, which turns out to be 1. 3. We substitute y= u-v and x=v into the joint pmf of X and Y and multiply by the Jacobian. The next step in finding the conditional distribution of X given X+Y is to determine the marginal distribution of f(x+y). This can be accomplished in one of two ways. The easiest way is to use the moment generating function of the Poisson distribution and the condition of independence; however, we will demonstrate the method of direct computation. Since the Poisson is a discrete process, the marginal (X+Y) is computed as follows: 1. Let f(u)= sum from V=0 to U of the joint pmf. 2. Combine like terms of exponential and lambdas. 3. Since we are summing over only u and v we can move the exponential term outside of the summation. 4. Compute the sum of the remaining terms by utilizing the Binomial Theorem. Since this is a binomial expansion that is missing the u! term in the numerator, we multiply by u!/u! and simplify to obtain the final solution to the marginal distribution. The final step in the solution to the initial problem is to compute the conditional distribution of x given x+y. To accomplish this we return to the original definition of a conditional distribution and substitute the equations for the joint and marginal distributions. After some simple algebraic manipulation, we achieve our goal, the conditional distribution of V given U. The final step is merely to substitute our values for X and Y for U and V and the computation is complete.

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