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Introduction to the problem

A set $C$ contains $c\in \mathbb{N}$ elements of three different kinds: There are $\alpha\in\mathbb{N}$ elements of kind $A$, $\beta\in\mathbb{N}$ elements of kind $B$, and $\gamma\in\mathbb{N}$ elements of kind $G$, and $|C|=c=\alpha+\beta+\gamma$. We suppose $\alpha,\beta,\gamma>0$ and we perform $n>0$ independent trials (i.e. with replacement) of one element at a time from $C$.

We define the event $\mathscr{L}_n^{\alpha_A}$ as "to get, in $n$ independent trials, at least one of the $\alpha$ elements of kind $A$", so that $P(\mathscr{L}_n^{\alpha_A})=1-\left(\frac{c-\alpha}{c}\right)^n$. Similarly, we define the events $\mathscr{L}_n^{\beta_B}$ and $\mathscr{L}_n^{\gamma_G}$, such that $P(\mathscr{L}_n^{\beta_B})=1-\left(\frac{c-\beta}{c}\right)^n$ and $P(\mathscr{L}_n^{\gamma_G})=1-\left(\frac{c-\gamma}{c}\right)^n$.

We finally define the event-intersection $\mathscr{I}_{n}^{C}=\mathscr{L}_{n}^{\alpha_A}\cap \mathscr{L}_{n}^{\beta_B}\cap \mathscr{L}_{n}^{\gamma_G}$.

By means of the principle of inclusion-exclusion, and observing that $P(\mathscr{L}_{n}^{\alpha_A}\cup \mathscr{L}_{n}^{\beta_B}\cup \mathscr{L}_{n}^{\gamma_G})=1$, we easily find that

$$P(\mathscr{I}_{n}^{C})=1-P(\mathscr{L}_{n}^{\alpha_A})-P(\mathscr{L}_{n}^{\beta_B})-P( \mathscr{L}_{n}^{\gamma_G})+P(\mathscr{L}_{n}^{\alpha_A}\cap\mathscr{L}_{n}^{\alpha_B})+P(\mathscr{L}_{n}^{\alpha_A}\cap\mathscr{L}_{n}^{\alpha_G})+P(\mathscr{L}_{n}^{\alpha_B}\cap\mathscr{L}_{n}^{\alpha_G}).$$

We can also explicit this expression in terms of the variables $\alpha,\beta,\gamma$, obtaining (with the help of Bayes' theorem),

$$ P(\mathscr{I}_{n}^{C})=1-\left(\frac{\alpha+\gamma}{c}\right)^n-\left(\frac{\beta+\gamma}{c}\right)^n-\left(\frac{\alpha+\beta}{c}\right)^n+\left(\frac{\alpha}{c}\right)^n+\left(\frac{\beta}{c}\right)^n+\left(\frac{\gamma}{c}\right)^n.$$

PROPERTY K: The probability of the event $\mathscr{L}_{n}^{\alpha_A}\cap \mathscr{L}_{n}^{\beta_B}\cap \mathscr{L}_{n}^{\gamma_G}$ is invariant by switching the number of elements of any two given kinds, i.e. performing the substitutions $\alpha\leftrightarrow \beta$, $\alpha\leftrightarrow \gamma$, and $\beta\leftrightarrow \gamma$.

The proof of this property (which is ultimately based on the symmetry of the binary operator $\cap$ and on the fact that $\mathscr{I}_{n}^{C}$ involves all the kinds of elements present in $C$) is trivial.

Let's make an example to understand how it applies: If we switch the $\alpha$ elements of kind $A$ with the $\gamma$ elements of kind $G$, we obtain a new set $C^*$, which contains $\gamma\in\mathbb{N}$ elements of kind $A$, $\beta\in\mathbb{N}$ elements of kind $B$, and $\alpha\in\mathbb{N}$ elements of kind $G$, and $|C^*|=c=\alpha+\beta+\gamma$. However, the probability of the event $\mathscr{I}_{n}^{C^*}=\mathscr{L}_{n}^{\gamma_A}\cap \mathscr{L}_{n}^{\beta_B}\cap \mathscr{L}_{n}^{\alpha_G}$ is still

$$ P(\mathscr{I}_{n}^{C^*})=P(\mathscr{L}_{n}^{\gamma_A}\cap \mathscr{L}_{n}^{\beta_B}\cap \mathscr{L}_{n}^{\alpha_G})=P(\mathscr{L}_{n}^{\alpha_A}\cap \mathscr{L}_{n}^{\beta_B}\cap \mathscr{L}_{n}^{\gamma_G})=P(\mathscr{I}_{n}^{C}). $$

In fact, the chance to get at least one element of each kind, in $n$ independent trials, does not depend on which elements are of a certain kind, but only on how many elements of the three different kinds are present in $C$, independently on the labels we use to distinguish the $c$ elements in the three different kinds.

A peculiar Urn

We study the Property K in case of an urn $C^\dagger$ such that, in $n$ independent trials, the probability to get at least one element of kind $A$ is equal to the probability not to get any element of kind $B$. In this urn, it must hold the constraint

$$ P(\mathscr{L}_n^{A})=P(\overline{\mathscr{L}_n^{B}}). $$

Clearly, this request will result in a particular choice of $\alpha,\beta,\gamma$, and $n$. In fact, if we explicit the probabilities of the events $\mathscr{L}_n^{A}$ and $\overline{\mathscr{L}_n^{B}}$, we find that the above constraint corresponds to the relation

$$ 1-\left(\frac{c-\alpha}{c}\right)^n=\left(\frac{c-\beta}{c}\right)^n, $$ which can be written $$ 1-\left(\frac{\beta+\gamma}{c}\right)^n=\left(\frac{\alpha+\gamma}{c}\right)^n $$ and $$ 1-\left(\frac{\alpha+\gamma}{c}\right)^n-\left(\frac{\beta+\gamma}{c}\right)^n=0. $$ If we substitute the constraint in the general expression of $P(\mathscr{I}_{n}^{C})$, we find

$$ P(\mathscr{I}_{n}^{C^\dagger})=-P( \mathscr{L}_{n}^{\gamma_G})+P(\mathscr{L}_{n}^{\alpha_A}\cap\mathscr{L}_{n}^{\alpha_B})+P(\mathscr{L}_{n}^{\alpha_A}\cap\mathscr{L}_{n}^{\alpha_G})+P(\mathscr{L}_{n}^{\alpha_B}\cap\mathscr{L}_{n}^{\alpha_G}), $$

and, in terms of the variables $\alpha,\beta,\gamma$,

$$ P(\mathscr{I}_{n}^{C^\dagger})=-\left(\frac{\alpha+\beta}{c}\right)^n+\left(\frac{\alpha}{c}\right)^n+\left(\frac{\beta}{c}\right)^n+\left(\frac{\gamma}{c}\right)^n. $$

My question is:

Does the Property K hold in the urn $C^\dagger$?

From one side I would say "no", because if we perform the substitution $\alpha\leftrightarrow\gamma$ in the expression of $P(\mathscr{I}_{n}^{C^\dagger})$ we do not obtain the same probability (unless $\alpha=\gamma$), although the meaning of the event $\mathscr{I}_{n}^{C^\dagger}$ is still the intersection of the three events $\mathscr{L}_{n}^{\alpha_A}$, $\mathscr{L}_{n}^{\beta_B}$, $\mathscr{L}_{n}^{\gamma_G}$. A similar argument applies if we perform the substitution $\beta\leftrightarrow\gamma$ (which would imply that the Property K holds only if $\beta=\gamma$). Since both these substitutions should not modify the probability of the event-intersection, it would follow that it must be $\alpha=\beta=\gamma$, a condition that is inconsistent with the constraint, unless $\alpha=\beta=\gamma=0$.

On the other hand, if we first perform the substitution $\alpha\leftrightarrow\gamma$ in the general expression of $P(\mathscr{I}_{n}^{C})$ and then we impose the constraint, we still have that $P(\mathscr{I}_{n}^{C^\dagger})$ is invariant by performing any switch of the variables, i.e. the Property K seems to hold.

This post is related to these other posts A weird problem of probability!, A problem of conditional probability, An urn with three kinds of balls... and a weird constraint!

  • The validity of the Property K cannot depend on the fact that one first decides which elements are of a certain kind and then he applies a constraint to their numbers, or vice versa. Therefore, in order to keep the Property K also in the peculiar urn $C^\dagger$, in relation with the $n$ trials which satisfy the constraint, it must be that the probability of the intersection is $0$, and $n\leq 2$: In this case, the probability of the event-intersection is the same for any $\alpha,\beta,\gamma$ and it is unaffected by the switching of any pair of numbers of elements. But is this rigorous? –  Jun 24 '18 at 03:31
  • Does it make any sense to switch the numbers of kinds of elements before having decided which ones are of a certain kind? Is there a way to make the previous question more rigorous? –  Jun 24 '18 at 03:41

1 Answers1

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Since Property K holds in the case of any general urn $C$ (as you've demonstrated), it must hold in the case of $C^\dagger$, since $C^\dagger$ is just a case of $C$ satisfying one extra constraint. So it remains to explain why it seems like Property K does not hold.

This can be explained as follows: upon performing a substitution, the new urn ${C^\dagger}^*$ no longer satisfies the given constraint! Thus, the formula $$ P(\mathscr{I}_{n}^{C^\dagger})=-\left(\frac{\alpha+\beta}{c}\right)^n+\left(\frac{\alpha}{c}\right)^n+\left(\frac{\beta}{c}\right)^n+\left(\frac{\gamma}{c}\right)^n. $$ which was derived based on the constraint does not remain valid upon switching $\alpha$ and $\gamma$, i.e.,

$$ P(\mathscr{I}_{n}^{{C^\dagger}^*})\neq-\left(\frac{\gamma+\beta}{c}\right)^n+\left(\frac{\gamma}{c}\right)^n+\left(\frac{\beta}{c}\right)^n+\left(\frac{\alpha}{c}\right)^n. $$

BallBoy
  • 14,740
  • Thanks!!! But then, what is the value of $P(\mathscr{I}{n}^{{C^\dagger}^*})$? Or, better, the value is for sure $P(\mathscr{I}{n}^{{C^\dagger}^*})=P(\mathscr{I}_{n}^{{C^\dagger}})$, but what is its expression? –  Jun 28 '18 at 14:25
  • My impression is that the constraint is not compatible with the event $\mathscr{I}_{n}^{{C^\dagger}}$, but I cannot realize if this is true and, in case, why. –  Jun 28 '18 at 14:29
  • @andrea.prunotto You can certainly still use the general expression you derived above. You may also notice that the new urn ${C^\dagger}^*$ satisfies a new constraint that the probability to get at least one $G$ equals the probability of no $B$, and derive an expression using that new constraint. – BallBoy Jun 28 '18 at 14:32
  • True. Let's say: The constraint is clearly not invariant by switching $\alpha$ and/or $\beta$ with $\gamma$, whereas the event $\mathscr{I}_{n}^{C}$ is. This is the point I cannot get. Can you help me to clarify this? –  Jun 28 '18 at 14:35
  • You may be interested also in this post https://math.stackexchange.com/q/2833367/559615, which is strongly related to this problem. But... unfortunately, no more +50 : ) –  Jun 28 '18 at 14:42
  • @andrea.prunotto What do you mean when you say that the event is not invariant? Surely $\mathscr{I}_n^{C^\dagger}$ and $\mathscr{I}_n^{{C^\dagger}^}$ are different events, since the urns $C^\dagger$ and ${C^\dagger}^$ define different sample spaces! – BallBoy Jun 28 '18 at 18:54
  • Sorry for late reply, Forman! As you have neatly pointed out, starting from the general formula of $P(\mathscr{I}_n^C)$ and operating the various substitutions ($\alpha\leftrightarrow \beta$ etc.), we always find that the probability of the event is invariant and equal to $-\left(\frac{\alpha+\beta}{c}\right)^n+\left(\frac{\alpha}{c}\right)^n+\left(\frac{\beta}{c}\right)^n+\left(\frac{\gamma}{c}\right)^n$, while we have in each case a different expression of the constraint. What I don't get is how is it possible that this invariant is not invariant itself by switching! –  Jun 30 '18 at 06:54
  • @andrea.prunotto I'm sorry for my late reply as well. There is no reason to believe the expression derived based on the constraint should be invariant upon removal of the constraint. For a simpler example, the expression $E = \alpha+\beta$ is invariant under switching $\alpha$ and $\beta$. If we impose the constraint $\alpha=1$, we have that $E = 1 + \beta$, but this new expression for $E$ is clearly not invariant under switching $\alpha$ and $\beta$. – BallBoy Jul 02 '18 at 17:02