Skip to content

Q2

← Back

Basic Info

Probability
└── Homework
    └── W4
        └── Q2.tex

Preview

\documentclass[12pt]{article}

\usepackage{graphicx}
\usepackage{amssymb}
\usepackage{amsmath}
\usepackage[margin=1in]{geometry}
\usepackage{fancyhdr}
\usepackage{enumerate}
\usepackage[shortlabels]{enumitem}

\pagestyle{fancy}
\fancyhead[l]{Li Yifeng}
\fancyhead[c]{Homework \#4}
\fancyhead[r]{\today}
\fancyfoot[c]{\thepage}
\renewcommand{\headrulewidth}{0.2pt}
\setlength{\headheight}{15pt}

\newcommand{\bP}{\mathbb{P}}

\begin{document}

    \section*{Question 2}

    \noindent You have three coins in your pocket, two fair ones but the third is biased with probability of heads $p$ and tails $1-p$. One coin selected at random drops on the floor, landing heads up. How likely is it that it is one of the fair coins?

    \begin{enumerate}[label={},leftmargin=0in]\item

        \subsection*{Solution}

            Let $\it{head}$ and $\it{tail}$ denote the results of a drop. Define the probability space as

            \[
            \begin{aligned}
                \Omega &= \{\mathrm{head},\,\mathrm{tail}\}\\
                \mathcal{F} &= \mathcal{P}(\Omega)\\
                \bP &:\enspace \text{the probability measure on $\mathcal{F}$}
            \end{aligned}
            \]

            Let $F$ and $B$ denote the events of selecting a fair coin and a biased coin, respectively, then we have

            \[
            \begin{aligned}
                \bP_F(\{\mathrm{head}\}) &= \frac{1}{2}\\
                \bP_B(\{\mathrm{head}\}) &= p
            \end{aligned}
            \]

            By applying the principle of symmetry, we have

            \[
            \begin{aligned}
                \bP(F) &= \frac{2}{3}\\
                \bP(B) &= \frac{1}{3}
            \end{aligned}
            \]

            We know that $\{F,B\}$ is a partition of $\Omega$, then by applying the law of total probability, we have

            \[\bP(\{\mathrm{head}\}) = \bP_F(\{\mathrm{head}\})\bP(F) + \bP_B(\{\mathrm{head}\})\bP(B) = \frac{p + 1}{3}\]

            Then by applying the Bayes’ Theorem, we have

            \[{\bP_{\{\mathrm{head}\}}}(F) = \frac{\bP_F(\{\mathrm{head}\})\bP(F)}{\bP(\{\mathrm{head}\})} = \frac{1}{p+1}\]

        \subsection*{Answer}

            \[\boxed{{\bP_{\{\mathrm{head}\}}}(F) = \frac{1}{p+1}}\]

    \end{enumerate}
\end{document}