I have two questions from Blitzstein, Introduction to Probability (2019 2 edn), Chapter 2, Exercise 22, p 87.
- A bag contains one marble which is either green or blue, with equal probabilities. A green marble is put in the bag (so there are 2 marbles now), and then a random marble is taken out. The marble taken out is green. What is the probability that the remaining marble is also green?
The author's solution:
Let A be the event that the initial marble is green, B be the event that the removed marble is green, and C be the event that the remaining marble is green. We need to find P(C|B). There are several ways to find this; one natural way is to condition on whether the initial marble is green:
$$P(C|B) = P(C|B,A)P(A|B) + P(C|B,A^c)P(A^c|B)=1P(A|B)+0P(A^c|B)$$
We know that:
$$P((C|B)|A) = P(C|B,A)$$
and through law of total probability:
$$P(X) = \sum_i^n P(X|Y_i)P(Y_i)$$
- But I'm struggling to see how he derived the above equation. Specifically the $P(A|B)$ in $P(C|B,A)P(A|B)$. Shouldn't it be $P(C|B,A)P(A,B)$?
- Then the author derives $P(A|B)$ via Bayes' rule:
$$P(A|B) = \frac{P(B|A)P(A)}{P(B)} = \frac{\frac{1}{2}}{P(B|A)P(A) + P(B|A^c)P(A^c)} = \frac{\frac{1}{2}}{\frac{1}{2} + \frac{1}{4}} = \frac{2}{3}$$
The part I can't grasp is why $P(B|A^c)P(A^c) = \frac{1}{4}$. Shouldn't it be $\frac{1}{2}$ because probability of removed marble is green, given initial is blue, is 1 (since we can't have two blues), so we're just left with $P(A^c)$ which is $\frac{1}{2}$?
Regarding $P(C \cap A \mid B) = P(C \mid B, A) P(A \mid B)$.
$P(B \mid A^c) = \frac{1}{2}$ because if $A^c$ occurs, then the bag contains one green and one blue marble, so the [conditional] probability of taking out a green marble is $1/2$.