Let be random variables. Suppose that the conditional distribution of is binomial distribution with parameters Assume that Y is a distribution. Find the marginal distribution of X.
I think that:
is this correct? I am confused on finding the marginal pdf. Can anyone help?
Use the beta density.
The answer is a discrete uniform distribution over the set 0,1,2..., n, which makes sense.
The joint distribution is
Next integrate out the y to get the marginal of X and use the fact that
since x and n are integers this reduces to 1/(n+1) which is correct on the set for x=0,1...,n.
Initially I tried the MGF where I conditioned on the Y, but the MGF of the uniform is worthless, so I went the direct route.
thiat was exactly how I did it! Thanks!!