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The urn bet

Chance and uncertaintyLevel 5 Β· Expert Β· ●●●●●

Initial urn: 1 red and 1 blue ball.
In each turn:

  1. a ball is drawn at random,
  2. is returned to the urn,
  3. and an extra ball of the same color is added.

After $n$ turns there are $n+2$ balls.
Two bets:

  • Carlos: β€œthe proportion of red is concentrated around 1/2”.
  • Maria: β€œall possible final numbers of reds are equiprobable.”

Who is right?

Hints

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  1. So the final distribution is not concentrated around 1/2; is uniform over the possible states.
  2. Short check for n=2: each occurs with probability 1/3.
  3. After $n$ turns, the number of possible red balls is $1,2,\dots,n+1$, and those $n+1$ states are equiprobable: $\mathbb{P}(R_n=r)=\frac{1}{n+1}$ for $r=1,\dots,n+1$.

Solution

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Answer: Maria is right.
After $n$ turns, the number of possible red balls is:

$$ 1,2,\dots,n+1 $$

and those $n+1$ states are equiprobable:

$$ \mathbb{P}(R_n=r)=\frac1{n+1}\quad (r=1,\dots,n+1). $$

Short check for $n=2$:

  • possible states of red at the end: 1, 2, 3;
  • each occurs with probability $1/3$.

So the final distribution is not concentrated around 1/2; is uniform over the possible states.


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