Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/iii/paper-221/1/i/solution

A path in a causal directed acyclic graph is active given a conditioning set when every noncollider on the path is outside and every collider has itself or a descendant in . Two vertex sets are d-separated by when no path between them is active given . The global Markov property of a directed acyclic graph then turns d-separation into conditional independence.
In the displayed graph, the edges are
Every observed pair except and is joined by a direct edge, which remains active under conditioning on any other observed variables. The pair is always joined by the fork , because the unobserved noncollider cannot be conditioned on.
For , if is not conditioned on, is active. If is conditioned on, the path
becomes active because its collider has conditioned descendant ; conditioning on itself also opens it. Thus every observed pair is d-connected given every subset of the other observed variables. Any conditional independence between two nonempty observed subvectors would imply one between each selected pair, so the graph entails none.

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