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Consider the following discrete random variable problem:
A number $X$ is chosen at random from the set $\{1,2,3,4,5\}$. Subsequently, a second number $Y$ is chosen at random from the subset $\{1, \ldots, X\}$.
Given this setup, which of the following statements is/are true?
  1. $\mathbb{P}(X=5 \mid Y=5)=\frac{1}{2}$
  2. $\mathbb{P}(X=5, Y=5)=\frac{1}{25}$
  3. $\mathbb{P}(X=5 \mid Y=5)=1$
  4. $\mathbb{P}(X=5, Y=5):=\frac{1}{20}$
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1. Calculate $\mathbb{P}(X=i)$ :

$$
\mathbb{P}(X=i)=\frac{1}{5}, \quad i=1,2,3,4,5
$$

2. Calculate $\mathbb{P}(Y=j \mid X=i)$ :

$$
\mathbb{P}(Y=j \mid X=i)=\frac{1}{i}, \quad j=1,2, \ldots, i
$$

3. Calculate $\mathbb{P}(X=i, Y=j)$ :

$$
\mathbb{P}(X=i, Y=j)=\frac{1}{5 i}, \quad j=1,2, \ldots, i
$$

4. Calculate $\mathbb{P}(Y=5)$ :

$$
\mathbb{P}(Y=5)=\mathbb{P}(X=5, Y=5)=\frac{1}{25}
$$

5. Calculate $\mathbb{P}(X=5 \mid Y=5)$ :

$$
\mathbb{P}(X=5 \mid Y=5)=\frac{\mathbb{P}(X=5, Y=5)}{\mathbb{P}(Y=5)}=\frac{\frac{1}{25}}{\frac{1}{25}}=1
$$

6. Option A is incorrect since $\mathbb{P}(X=5 \mid Y=5) \neq \frac{1}{2}$.

7. Verify $\mathbb{P}(X=5, Y=5)$ :

$$
\mathbb{P}(X=5, Y=5)=\frac{1}{25}
$$

Therefore, option B is correct.
Answer:

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