Q6
Discrete Probability Distributions
Proof of Distributional Properties or Symmetry
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On the finite probability space $\left(\mathcal{S}_n, P_n\right)$, we define, for all $i \in \llbracket 1, n \rrbracket$, the random variable $U_i$ such that, for all $\sigma \in \mathcal{S}_n$, we have $U_i(\sigma) = 1$ if $\sigma(i) = i$, and $U_i(\sigma) = 0$ otherwise.
Show that $U_i$ follows a Bernoulli distribution with parameter $\frac{1}{n}$.
Show that, if $i \neq j$, the variable $U_i U_j$ follows a Bernoulli distribution whose parameter you will specify.