Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2023/prelims/mathematics-iii/5/b/i/solution

Take independent Bernoulli random variables of success probability , independently of . On the event , the random sum has the binomial distribution with parameters , including the empty sum zero at . It therefore has exactly the specified joint distribution with .
Thus one may realize on a suitable probability space. This is a distributional construction; it does not require a pre-existing to be independent of .

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