Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2010/paper-2/17/c/i/solution

Put and . Decompose the marginal as , where . It follows that
Both bounds are attainable: choose none or all of the mass outside to belong to . More explicitly, the four joint cell masses can be , all nonnegative. This is the first case of sharp bounds from binary conditional probabilities.
For the usual conditional-probability ratio, the given requires . If , the two bounds coincide at . If , the conditional is undefined as a ratio, although its formal joint-model bounds reduce to .

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