Suppose $\mathbf{X}$ is a vector of iid Bernoulli variables with the fixed success probability of $p$. The variance of X is $np(1-p)$.
Now, suppose, I am interested in the conditional probability of $s$ successes given the weighted sum of Bernoulli RV, formally, $P(1^TX=s|w^TX = w^Tx)$. How would that pmf look like?
Particularly, how could I prove that $Var(1^TX) \geq Var(1^TX|w^Tx)$?