A Twitter post made the rounds yesterday asking the following question in the form of a poll (
https://twitter.com/littmath/status/1751648838501224790):
Daniel Litt
@littmath
You are given an urn containing 100 balls; n of them are red, and 100-n are green, where n is chosen uniformly at random in [0, 100]. You take a random ball out of the urn—it’s red—and discard it. The next ball you pick (out of the 99 remaining) is:
More likely to be red
22.6%
More likely to be green
37.1%
Equally likely
20.9%
Don’t know/see results
19.5%
I thought it was interesting (but not surprising) that so many people got this wrong. Basically, Bayesian thinking is really foreign to people. It's essentially similar to the famous Monty Hall problem, where the first bit of information tells you something about the world. In any case, I thought it might be illuminating to give a complete demonstration, using both exact calculations AND simulation, of the "wrong" and "right" approach, which you can see at the Colab link above.
1. Red, Red, Red
2. Red, Red, Green
3. Red, Green, Green
(The Green, Green, Green case is impossible because you drew one Red.)
Drawing a Red from urn configuration (1) was a 100% probability; from (2) was a 66% probability, and from (3) was a 33% probability. If these configurations were equally likely, then the probability of Red and Green on the second draw would be the same.
However, and this is the crux: we are more likely to be in a configuration which shows us what we have observed with a higher likelihood [1]; so we're more likely in configuration (1) or (2) than (3), and as (3) is the only one that favors Green for the next draw (and only by as much as (1) favors Red), the next ball being Red is more probable.
[1] Imagine, for example, that you have 100 coins, and 99 of those coins are biased so that they only show heads once every trillion tosses, while the remaining one coin is fair. If you pick a coin randomly and flip heads, which is more likely: that you got a biased coin to show a one-in-a-trillion event, or that you picked the fair coin?