Interesting Problems about Conditional Distribution

If X and Y are independent Poisson RVs with respective means λ1 and λ2, find the conditional pmf of X given X + Y = n and the conditional expected value of X given X + Y = n.

Consider n + m independent trials, each of which results in a success with probability p. Compute the expected number of successes in the first n trials given that there are k successes in all.

Solutions here: http://www.personal.psu.edu/jol2/course/stat416/notes/chap3.pdf

A miner is trapped in a mine containing 3 doors. The first door leads to a tunnel that will take him to safety after 3 hours of travel, The second door leads to a tunnel that will return him to the mine after 5 hours of travel. The third door leads to a tunnel that will return him to the mine after 7 hours of travel. If we assume that the miner is at all times equally likely to choose any one of the doors, find the expected time for him to get to safety.

Suppose that the number of people entering a department store on a given day is a random variable N with mean 50. Suppose further that the amount of money spent by these customers are independent random variables with a common mean $8. Suppose also that the amount of money spent by a customer is independent of N. Find teh expected amount of money spent in the store on a given day.

Solutions here: https://conf.math.illinois.edu/~rsong/461f10/lect7.pdf