There are two coins in a bag. The first coin is unbiased, whereas the second coin is biased with the probability of obtaining a head to be .
Your friend chooses one of the coins at random and tosses it 5 times.
You ask your friend, “Did you observe at least three heads?”
Your friend replies, “Yes.”
What is the probability that the second coin was chosen?
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The following notation is used:
A t l e a s t t h r e e h e a d s − A 3 H C o i n 1 − C 1 C o i n 2 − C 2
Now, the probability of choosing coins 1 and 2 respectively are:
P ( C 1 ) = 0 . 5 P ( C 2 ) = 0 . 5
The probability of at least three heads given that coin 1 is chosen:
P ( A 3 H ∣ C 1 ) = ( 3 5 ) ( 2 1 ) 5 + ( 4 5 ) ( 2 1 ) 5 + ( 5 5 ) ( 2 1 ) 5 = 2 1
The probability of at least three heads given that coin 2 is chosen:
P ( A 3 H ∣ C 2 ) = ( 3 5 ) ( 3 1 ) 3 ( 3 2 ) 2 + ( 4 5 ) ( 3 1 ) 4 ( 3 2 ) 1 + ( 5 5 ) ( 3 1 ) 5 ( 3 2 ) 0 = 2 4 3 5 1
We are required to calculate the probability that coin C2 is chosen given that atleast three heads are observed. Essentially, we are asked to compute P ( C 2 ∣ A 3 H ) . This can be done using Baye's rule as follows:
P ( C 2 ∣ A 3 H ) = P ( A 3 H ) P ( A 3 H ∣ C 2 ) P ( C 2 )
Now:
P ( A 3 H ) = P ( A 3 H ∩ C 1 ) + P ( A 3 H ∩ C 2 )
Using the definition of conditional probability:
P ( A 3 H ) = P ( A 3 H ∣ C 1 ) P ( C 1 ) + P ( A 3 H ∣ C 2 ) P ( C 2 )
⟹ P ( C 2 ∣ A 3 H ) = P ( A 3 H ∣ C 1 ) P ( C 1 ) + P ( A 3 H ∣ C 2 ) P ( C 2 ) P ( A 3 H ∣ C 2 ) P ( C 2 ) = ( 2 1 × 2 1 ) + ( 2 4 3 5 1 × 2 1 ) 2 4 3 5 1 × 2 1 ≈ 0 . 2 9 5 6 5 2
In percentages, the probability evaluates to 2 9 . 5 6 5 2 %