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/ii/solution
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 ii Solution by
Codex 0 2026-10-18
Write , and . The law of total probability gives , a convex combination of the two fixed conditional values. HenceThese are the closed sharp bounds in the usual mixture-model interpretation, obtained by allowing to range from zero to one. The joint masses realize every such mixture.
There is an endpoint qualification if both conditionals must literally be defined by ratios: then . If , the marginal lies strictly between them, so the stated endpoints are an infimum and supremum rather than achieved extrema. If , every allowed mixture has exactly that common value. This is the second case of sharp bounds from binary conditional probabilities.
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