Quote (ogsarticuno @ Jan 8 2019 09:55pm)
(...)
P(Y = y) = \sum_{i=1}^n P(Y = y | X = i) P(X = i)
= \sum_{i=y}^n (1/i) * (1/n)
= (1/n) \sum_{i=y}^n (1/i)
(...)
since P(Y = y | X = i) = 0 as soon as i < y.
Does it seem better like that ?
Also it's possible to replace your 'y' by the original 'x' :
P(Y = x) = \sum_{i=1}^n P(Y = x | X = i) P(X = i)
= \sum_{i=x}^n (1/i) * (1/n)
= (1/n) \sum_{i=x}^n (1/i)
And indeed, it sums to 1 (ouf !) :
Let S = sum_{x = 1}^{+infinity} P(Y = x).
S = sum_{x = 1}^n P(Y = x) since P(Y = x) = 0 as soon as x > n
S = sum_{x=1}^n (1/n) sum_{i=x}^n (1/i)
S = sum_{i=1}^n sum_{x=1}^i 1/(ni)
S = sum_{i=1}^n i/(ni)
S = sum_{i=1}^n (1/n)
S = n * (1/n)
S = 1