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Exercise 3.40
Answers
- (a)
-
and
need not have the same PMF. For example, let
represent my answer to the question, "What is the capital of Zimbabwe?" I
believe it to be Harare with probability ,
but I am not certain, so with probability ,
I think it may be Bulawayo.
Tom on the other hand knows for a fact (probability of ) that the captial of Zimbabwe is Harare.
Suppose Tom gets asked first. I trust Tom, so I will always go with Tom’s answer once I hear it. Letting and be my and Tom’s answers to the question, , but the PMFs of and are different.
- (b)
- If , then and can not be independent, the outcome of one fixes the outcome of the other.