Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-207/2/b/ii/solution

The original PDF shows the chain , not a collider. Its Bayesian network factorization is . For any with positive marginal probability,
Integrating or summing over also gives the same conditional marginal . Thus
This is conditional independence; the graph does not generally imply marginal independence, since summing over can transmit dependence from to . Special statistical parameter choices can make marginal independence hold as well, so the claim is that only the conditional statement is guaranteed by the graph. Conditional distributions on null values of are immaterial to this assertion.

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