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.
Put and . Decompose the marginal as , where . It follows thatBoth 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.