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395 probability/bayes.p




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This article is from the Puzzles FAQ, by Chris Cole chris@questrel.questrel.com and Matthew Daly mwdaly@pobox.com with numerous contributions by others.

395 probability/bayes.p


One urn contains black marbles, and the other contains white or black
marbles with even odds. You pick a marble from an urn; it is black;
you put it back; what are the odds that you will draw a black marble on
the next draw? What are the odds after n black draws?

probability/bayes.s

Every time you draw a black marble, you throw out (from your
probability space) half of those possible urns that contain both
colors. So you have 1/2^n times as many ways to have a white marble in
the urn after n draws, all black, as at the start. But you have
exactly the same number of ways to have both marbles black. The
numbers (mixed cases vs. all-black cases) go as 1:1, 1:2, 1:4, 1:8,...
and the chance of having a white marble in the urn goes as 1/2, 1/3,
1/5, 1/9, ..., 1/(1+2^(n-1)), hence the odds of drawing a white marble
on the nth try after n-1 consecutive drawings of black are

1/4    the first time
1/6    the second time
1/10   the third time
...
1/(2+2^n)  the nth time

 

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