Sharp bounds from binary conditional probabilities

ID: sharp-bounds-from-binary-conditional-probabilities

Write , and . The law of total probability gives the displayed convex combination. With fixed and free in ,
With fixed and free in ,
The joint cell masses are nonnegative and sum to one, proving sharpness in the joint-model interpretation. For ordinary conditional probabilities, a conditioning event must have positive mass. If both and are specified by ratios, then : for the last bounds are strict and their endpoints are the infimum and supremum. If , the marginal equals that common value for every . Endpoint mixtures remain meaningful if the unused zero-mass conditional is treated as a prescribed conditional model rather than a defined ratio.

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