The Mystery of the Bag
A Journey into Bayesian Probability
Imagine you are standing before a bag containing exactly ten balls. Some are red, some are black. You are told there are k red balls and 10−k black balls, but the value of k is a complete mystery. It could be anything from zero to ten.
In the world of JEE Advanced, we often encounter problems where the 'state of the world' is uncertain, and we must use the evidence we observe to infer the truth. This is the essence of Bayesian inference.
Phase 1
The Principle of Indifference
Before we draw any balls, what do we know? We know k∈{0,1,2,…,10}.
Since the problem provides no information about how the bag was filled, we must assume that every possible value of k is equally likely. With eleven possible values, the prior probability for any specific k is:
This is our starting assumption, our 'prior' belief before we see any data.
Phase 2
The Observed Reality
Now, we reach into the bag and draw three balls at random without replacement. The result is striking: all three are black. Let us call this Event E.
This observation is our data. We need to calculate the likelihood of this event occurring for any given k. If there are k red balls, there are 10−k black balls. The probability of drawing three black balls is the number of ways to choose three black balls divided by the total number of ways to choose three balls from ten:
This formula is our likelihood function.
Phase 3
The Law of Total Probability
To understand the probability of observing three black balls across all possible bags, we use the Law of Total Probability. We sum the likelihood of E for each k, weighted by the prior probability P(k):
P(E)=k=0∑10P(E∣k)⋅P(k)=k=0∑10((310)(310−k)⋅111)
At first glance, this summation looks daunting. But let us simplify. We pull the constants 11⋅(310)1 outside the sum. We are left with ∑k=010(310−k).
If we substitute i=10−k, as k goes from 0 to 10, i goes from 10 down to 0. The sum becomes ∑i=310(3i).
This is where the magic of the Hockey-stick identity happens. The identity ∑i=rn(ri)=(r+1n+1) allows us to collapse this entire sum into (411).
Calculating these values, (411)=330 and (310)=120. Thus:
P(E)=11⋅1201×330=1320330=41
The total probability of drawing three black balls is exactly one-fourth.
Phase 4
Bayes' Theorem
We have the prior, the likelihood, and the total probability. Now, we use Bayes' Theorem to find the posterior probability: the probability that the bag contains exactly one red ball (k=1), given that we observed three black balls.
The formula is:
P(k=1∣E)=P(E)P(E∣k=1)⋅P(k=1)
For k=1, the likelihood is:
P(E∣k=1)=(310)(39)=12084=107
Plugging this into Bayes' formula:
P(k=1∣E)=1/4107⋅111=1/47/110=1107×4=11028=5514
And there we have it! The probability is 5514. This problem is a beautiful demonstration of how we can use evidence to update our beliefs about an uncertain world.