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01:44
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Q: Conditional probability for a random variable

George OrwellIf I had a random variable, $X$, such that $P(X≥3) = m$ and $P(X\geq9) = n$ and wanted to show that $P(X<3 | X<9) = \frac{m-1}{n-1}$ I let $P(X<3) = 1 - P(X≥3) = 1 - m$ Then: $P(X<3 | X<9) = \frac{P(X<3 \cap X<9)}{P(X<9)}$ $P(X<3 | X<9) = \frac{P(X<3) * P(X<9)}{P(X<9)}$ I'm left with the followin...

You are trying to compute the probability that $X<3$ given that $X>9$?
I'm trying to prove: $P(X<3 | X>9) = \frac{m-1}{n-1}$
But this is obviously $0$, because if $X>9$, then $X<3$ will never happen...
Yeah, the solution I got didn't make any sense, which is why I wanted to double check here.
Can you see that there are no real numbers which are both $>9$ and $<3$?
01:44
I can, which is why I'm thinking there is some mistake with this question and the solution I was given.
The only sensible question I can imagine here would be "compute the probability that $X>9$ given that $X≥3$". Or maybe you could do "compute the probability that $X<3$ given that $X≤9$", something like that.
@lulu I just made an edit to the question, would the question make more sense that way?
Well, getting closer. Keep in mind that you have no direct information on $P(X<9)$, only on $P(X≤9)$ which is not the same.
I know. It's frustrating me as I'm not sure how to prove what they're after.
If they garbled the question, there's little point trying to guess what they intended. sometimes you can reverse engineer the offered solution, but if things are really garbled badly, that might fail as well. You could just set your own question and solve that.
01:44
First of all you are making the serious mistake of assuming (X<3) and (X<9) are independent in your current derivation, which is very rarely the case. If you make this assumption you will always end up with $P(A | B) = P(A)$
Second of all the prompt doesn't make much sense in the current setting. Can you show us the original material?
@justt This was the original question + solution by my teacher: imgur.com/HSukQTh
@justt Keep in mind that neither the question nor solution make sense to me and seem to be at odds with each other.
Ok based on your teacher's answer I think the corrected question should be "If $X$ is such that $P(X≥3) = m$ and $P(X\geq 9) = n$, show that $P(X<3 | X<9) = \frac{m-1}{n-1}$".
So there were not one but two typos in the question.
@justt Yeah, that's why I edited my initial question. But, I still don't understand the solution for it.
See my comment about your wrongful independence assumption. $X<3$ is not at all independent from $X<9$, quite the contrary, one implies the other.
Rather than the chat, I'll post an answer.

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