7 ms·
This balls in the urn problem is relatively straightforward with Bayesian Updating. We have a uniform prior for the number of red balls that were placed in the
by fromMars 2y ago
This balls in the urn problem is relatively straightforward with Bayesian Updating.
We have a uniform prior for the number of red balls that were placed in the Urn, P(U) = 1/101 where U ∈ [0, 100].
We then have the probability the first ball was red given a value of U, P(B1=Red|U) = U/100.
Lastly we have the P(B1=Red) = ∑ P(B1=Red|U)P(U), where the sum is over all values of U.
But we don't actually need to compute this sum because from symmetry arguments we can see that P(B1=Red) = 1/2.
This follows because there are the same number of configurations with U red balls as U green balls and each configuration is equally likely.
So now we can compute P(U|B1=Red) using Bayes Rule.
P(U|B1=Red) = P(B1=Red|U)P(U)/P(B1=Red) = (U/100)*(2/101)
But how does that help us? Well, after we remove a red ball the probability the next ball will be red given the first was red and there were U red balls initially in the urn is:
P(B2=red|B1=red,U) = (U-1)/99.
From this we see that if U was in the range of 51 to 100, then P(B2=red|B1=red,U) > 1/2, i.e., the second ball is more likely to be Red.
So let's compute the following where we are summing over U ∈ [51,100]:
P(U ∈ [51,100]|B1=Red) = ∑ P(B1=Red|U)P(U)/P(B1=Red) = ∑ (U/100)*(2/101) = (2/101) ∑ U/100 = (2/101) (50/100) * 75.5
P(U ∈ [51,100]|B1=Red) = 75.5/101
So we find that P(U ∈ [51,100]|B1=Red) = 75.5/101 ≈ 3/4 which means that given the first ball we picked was red, then roughly 3/4 of the time we would expect the next ball being red to be more likely.
This seems like a much more straightforward way to think about it for me.