Exercise 3.40

Answers

(a)
X and Y need not have the same PMF. For example, let Y represent my answer to the question, "What is the capital of Zimbabwe?" I believe it to be Harare with probability 3 4, but I am not certain, so with probability 1 4, I think it may be Bulawayo.

Tom on the other hand knows for a fact (probability of 1) 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 X and Y be my and Tom’s answers to the question, P(X = Y ) = 1, but the PMFs of X and Y are different.

(b)
If P(X = Y ) = 1, then X and Y can not be independent, the outcome of one fixes the outcome of the other.
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2021-12-05 00:00
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