Here is one I'm stumped on.
A ball can be in any one of $n$ boxes. It is the $i^{th}$ box with probability $p_i$. If the ball is in the $i^{th}$ box a search of that box will uncover it with probability $\alpha_i$. Given that a search of box $i$ did not uncover the ball, what is the conditional probability the ball is actually in box $j$ where $i,j=1,\ldots,n$?
I tried fooling around with the multinomial distribution but kept getting tripped up. Any thoughts?