The Architecture of Chance
Decoding the Urn Problem
Welcome, future engineer. Today, we are not just solving a probability problem; we are peeling back the layers of a system. Probability is the language of uncertainty, and in this problem, we are going to master how to navigate weighted events, conditional logic, and the beautiful convergence of limits.
Phase 1
The Anatomy of the Urn
Imagine you are standing in a room with n urns. Each urn is distinct, labeled 1 through n. The ith urn is a microcosm of the whole system: it contains n+1 balls in total.
Within this specific urn, the number of white balls is exactly i. This means the probability of drawing a white ball, given that you have chosen the ith urn, is defined by the ratio:
This is our foundational building block. It is a simple, elegant relationship. As the index i increases, the 'whiteness' of the urn increases.
Phase 2
The Proportionality Trap
Now, here is where many students stumble. We are told P(ui)∝i. This is not a uniform distribution, so we cannot simply say P(ui)=1/n.
We must introduce a proportionality constant, k, such that P(ui)=ki. To find k, we rely on the fundamental axiom of probability: the sum of all possible outcomes must equal 1.
i=1∑nP(ui)=1⟹ki=1∑ni=1
We know the sum of the first n natural numbers is 2n(n+1). Substituting this in, we get k⋅2n(n+1)=1, which yields our constant:
This constant is the 'weight' of our system. It ensures that the probability distribution is normalized.
Phase 3
The Law of Total Probability
With our weights defined, we can now calculate the total probability of drawing a white ball, P(w). We use the Law of Total Probability, which tells us to sum the conditional probabilities weighted by the probability of choosing each urn:
P(w)=i=1∑nP(ui)P(w∣ui)
Substituting our values:
P(w)=i=1∑n(n(n+1)2i)⋅(n+1i)
We can pull the constants out of the summation:
This is the moment where the algebra becomes satisfying. We are summing the squares of the first n integers, which is 6n(n+1)(2n+1). Let us plug it in:
P(w)=n(n+1)22⋅6n(n+1)(2n+1)
Watch the cancellation! The n cancels, one (n+1) cancels, and the 2 and 6 simplify. We are left with:
Phase 4
The Asymptotic Limit
The problem asks for the limit as n→∞. This is where we look at the behavior of the system as it grows infinitely large. We divide the numerator and denominator by n:
n→∞lim3+3/n2+1/n=3+02+0=32
It is a beautiful result. Despite the complexity of the urns, the system converges to a clean 2/3.
Phase 5
Bayes' Theorem and Even Urns
In the second part, we assume P(ui)=c=1/n. The calculation simplifies significantly, leading to P(w)=1/2. When we apply Bayes' Theorem to find P(un∣w), we are essentially asking: 'Given that I have a white ball, what is the probability it came from the last urn?'
The math follows directly:
P(un∣w)=P(w)P(w∣un)P(un)=1/2n+1n⋅n1=n+12
Finally, for the even-numbered urns, we restrict our sample space. We define event E as choosing an even urn, where P(E)=1/2. By summing over j where i=2j, we find P(w∩E)=4(n+1)n+2.
Dividing by P(E) gives us the final conditional probability:
You have navigated through proportionality, summation, limits, and Bayes' Theorem. This is the essence of JEE Advanced mathematics—taking a complex, layered problem and breaking it down into manageable, logical steps. Keep this clarity, and you will conquer any problem that comes your way.