Conditioning on a sum can create dependence 2026-10-14
Let be independent random variables, each with a Bernoulli distribution of parameter , and put . Unconditionally, the four ordered pairs each have probability . On the event , only and remain, each with conditional probability . ThusKnowing that exactly one trial succeeded makes observing one outcome informative about the other. This violates conditional independence given , even though the original random variables are independent. Given or , both variables are constant random variables and are conditionally independent there; that does not repair the failure at , an event of positive probability.
Selecting pairs with exactly one success makes independent trials dependent
. Left: four equally probable outcomes of independent fair Bernoulli trials. The selection retains exactly two pairs. Right: their conditional joint table has zero mass on the diagonal and off it. Within this selected model the conditional covariance is ; the two conditional marginal distributions remain fair. Details.The conditional covariance here is . Both conditional variances are , so the conditional correlation coefficient is : within the selected group, . These conclusions follow from restricting a finite sample space, without positing any physical interaction between the trials.
This example and the shared-environment example establish both logical directions: independent random variables need not be conditionally independent, and conditionally independent variables need not be independent. When is represented as the joint result of two inputs in a causal directed acyclic graph, conditioning on it has the collider structure associated with collider bias. A probability calculation by itself establishes a dependence relation, not a physical causal mechanism or an intervention.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 207 3 c Solution Created 2026-10-03 Updated 2026-10-05
Under the displayed causal directed acyclic graphs, with nonzero effects along the relevant arrows and no exact cancellation of the effects on , the valid instrumental variables are scenarios (i), (ii), and (iv). The path arguments are:
- In (i), supplies instrument relevance, and every directed path from to goes through . The unmeasured does not cause , so instrumental-variable independence holds.
- In (ii), supplies instrument relevance. Although is unmeasured, every directed path from to still passes through . The path is blocked at its collider without conditioning, so it does not violate instrumental-variable independence.
- In (iii), bypasses , violating the exclusion restriction. There is also no directed effect of on , so instrument relevance is absent in this graph.
- In (iv), both and affect , and all directed paths to still pass through . The unconditioned collider blocks the route to , so both instrumental-variable independence and the exclusion restriction hold. Conditioning on could introduce collider bias, but is not being conditioned on here.
- In (v), bypasses , so the exclusion restriction fails despite the additional arrow.
- In (vi), bypasses , and affects the unmeasured common cause . Thus the exclusion restriction and the stated instrumental-variable independence requirement fail.
An upstream intermediate variable need not invalidate an instrumental variable if its routes to the outcome all pass through the target exposure; an outcome intermediate reached without that exposure does invalidate it.
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 221 4 i Solution 2026-09-28
The administrative data include only encounters with . Conditioning on the stop indicator selects on the colliderwhich opens the noncausal path and creates collider bias. The equal entries estimate only the selected risks . They ignore racial differences in the probability of being stopped and therefore do not identify the total causal effect of race on violence. This is also selection bias, because encounters with never enter the dataset.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 221 3 iii a Solution Created 2026-09-24 Updated 2026-09-25
The claim is not implied. On the path , is a collider, and conditioning on opens that path. Equivalently, conditioning on the common effect can induce collider bias between and .
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 207 1 e i Solution Created 2026-09-24 Updated 2026-09-25
Nonrepresentativeness does not automatically destroy internal validity: a causal contrast can remain valid among Biobank participants if selection is independent of the joint exposure-outcome process after conditioning on analysis variables. It does create bias if health or affluence affects participation and is also related to birth cohort or diabetes, especially when conditioning on participation opens a collider bias path.
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 221 1 b v Solution Created 2026-09-24 Updated 2026-09-25
Neither coefficient has a causal interpretation. Conditioning on opens the collider bias path for the coefficient, while the coefficient remains confounded by and by omitted .
Residual exposure stratification 2026-09-28
