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Suppose I have a binary outcome $Y$ and two binary covariates $X_1$ and $X_2$ with distribution $P(X_1, X_2)$ which I know. In addition to $P(X_1, X_2)$, I know $P(Y\mid X_1)$ and $P(Y\mid X_2)$. I would like to know how is $P(Y\mid X_1, X_2)$ bounded by the data I have at hand, and possibly know whether there is a natural visualisation of it.

I have checked previous questions here, here, and here. But unfortunately none of them provides an answer.

So far I have only been able to derive some trivial bounds on the probability. For example, if $P(y\mid x_1)\neq 0$ and $P(x_1, x_2)\neq 0$, then we can use $P(y\mid x_1) = \sum_{x_2} P(y\mid x_1, X_2=x_2)P(X_2=x_2\mid x_1)$ to conclude that $P(y\mid x_1, X_2=x_2)\neq 0$. But I haven't been able to come up with general formulas for the bounds on the full conditional.

The point of this question goes beyond three binary variables, I would even like to know whether there is a way to bound conditional probabilities based on arbitrary functions (say a conditional mean, instead of the conditional distribution) of marginalised distributions.

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  • $\begingroup$ Could you clarify what you mean by "have access to"? It sounds like it means know, in which case you have full information about the joint probability and no bounds are needed. It also implies data are irrelevant, so references to data are difficult to reconcile with the rest of your question. $\endgroup$
    – whuber
    Commented Feb 8, 2023 at 16:15
  • $\begingroup$ @whuber Yes, with "have access to" I mean I know it. I will edit accordingly. $\endgroup$
    – Sergio
    Commented Feb 8, 2023 at 16:21
  • $\begingroup$ @whuber Can you please explain how do I have access to the full joint probability? $\endgroup$
    – Sergio
    Commented Feb 8, 2023 at 16:22
  • $\begingroup$ As an additional question that arises from your comment: can't we call the knowledge of $P(Y\mid X_1)$ "data"? $\endgroup$
    – Sergio
    Commented Feb 8, 2023 at 16:54
  • $\begingroup$ Data would consist of observations modeled by a probability distribution. The distribution, or any part or property of it, is a purely mathematical, hypothetical thing. You know the full probability because of the basic law of conditional probabilities: $\Pr(X,Y)=\Pr(Y\mid X)\Pr(X).$ This holds even when $X=(X_1,X_2)$ is multivariate. $\endgroup$
    – whuber
    Commented Feb 8, 2023 at 17:44

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