Independent Trials: Probability of Events A_i

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SUMMARY

The discussion centers on the probability of independent events in the context of drawing balls from an urn containing N balls, with n selections made with replacement. The probability of not selecting a specific ball, denoted as P(A_i), is calculated as P(A_i) = (N-1/N)^n. The forum participants conclude that the events A_i and A_j are not independent, as demonstrated by the incorrect assumption that P(A_iA_j) equals P(A_i)P(A_j), leading to a contradiction in the calculations. The intuitive understanding is that failing to draw one color increases the likelihood of drawing others.

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Say I have an urn containing a set of balls numbered 1 through N. I then make n selections from the urn with replacement. Thus each selection is independent.

Let the event: [tex]A_{i}[/tex]
[tex]i=1,2,3...,N[/tex]

be that the ball numbered i was not chosen in the n selections.

Then:

[tex]P(\mathbf{A_{i}})=\left(\frac{N-1}{N}\right)^{n}[/tex]

and [tex]P(\mathbf{A_{i}A_{j}})=\left(\frac{N-2}{N}\right)^n}[/tex] and so on...

But aren't the events [tex]A_{i}[/tex] [tex]i=1,2,3...,N[/tex] independent as well?

So shouldn't the probability of
[tex]P(\mathbf{A_{i}A_{j}})=P(\mathbf{A_{i}})P(\mathbf{A_{j}})=\left(\frac{N-1}{N}\right)^{2n}=\left(\frac{2(N-1)}{N}\right)^{n}[/tex]
 
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You have just proved that the events [itex]A_i[/itex] and [itex]A_j[/itex] are not independent.

If they were then the probability of no colours being chosen would be

[tex](\frac{N-1}{N})^{nN}[/itex]<br /> <br /> but this exprssion is obviously not 0.<br /> <br /> (Intuitively failing to draw one colour increases the chances of drawing each of the others.)[/tex]
 
Martin Rattigan said:
You have just proved that the events [itex]A_i[/itex] and [itex]A_j[/itex] are not independent.

If they were then the probability of no colours being chosen would be

[tex](\frac{N-1}{N})^{nN}[/itex]<br /> <br /> but this exprssion is obviously not 0.<br /> <br /> (Intuitively failing to draw one colour increases the chances of drawing each of the others.)[/tex]
[tex] <br /> Ah ok. Thanks![/tex]
 

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