Suppose that k events B1,...., Bk form a partition of the sample space S. For i=1,...,k, let Pr(Bi) denote the prior probability of Bi. Also for each event A such that Pr(A) > 0, let (Bi|A) denote the posterior probability of Bi given that the event A has occured. Prove that if Pr(B1|A)<Pr(Bi|A)>Pr(Bi) for at least one value of i(i=2,...,k).
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Textbook Solutions for Probability and Statistics
Question
Suppose that a box contains five coins and that for each coin there is a different probability that a head will be obtained when the coin is tossed. Let pi denote the probability of a head when the ith coin is tossed (i =1,..., 5), and suppose that p1 = 0, p2 = 1/4, p3 = 1/2, p4 = 3/4, and p5 = 1. a. Suppose that one coin is selected at random from the box and when it is tossed once, a head is obtained. What is the posterior probability that the ith coin was selected (i = 1,..., 5)? b. If the same coin were tossed again, what would be the probability of obtaining another head? c. If a tail had been obtained on the first toss of the selected coin and the same coin were tossed again, what would be the probability of obtaining a head on the second toss?
Solution
The first step in solving 2.3 problem number 7 trying to solve the problem we have to refer to the textbook question: Suppose that a box contains five coins and that for each coin there is a different probability that a head will be obtained when the coin is tossed. Let pi denote the probability of a head when the ith coin is tossed (i =1,..., 5), and suppose that p1 = 0, p2 = 1/4, p3 = 1/2, p4 = 3/4, and p5 = 1. a. Suppose that one coin is selected at random from the box and when it is tossed once, a head is obtained. What is the posterior probability that the ith coin was selected (i = 1,..., 5)? b. If the same coin were tossed again, what would be the probability of obtaining another head? c. If a tail had been obtained on the first toss of the selected coin and the same coin were tossed again, what would be the probability of obtaining a head on the second toss?
From the textbook chapter Conditional Probability you will find a few key concepts needed to solve this.
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