Concept

Sample space

The collection of every outcome a random process could produce, taken as the ground the probabilities sit on. Fixing it is the first step in any probability question, and most paradoxes in the subject come from two people using different ones.

Named by 8 essays across one field — each of them below, with the objects they name alongside it.

Three doors, as areas. Staying wins 33.3% of the time and switching wins 66.7%, because the host's choice is constrained by what the host can see, so opening a door rules a region out without moving any boundary.

The door that was not opened

Three doors, one prize, a host who opens a losing door and offers a swap. Switching wins two times in three, and the reason is not about doors — it is about what the host was allowed to do.

probability · Bayes
All 24 arrangements of 4 objects, and the 9 that move every one. Every permutation of 4 objects drawn as a grid of cells, with the diagonal — where an object stays where it began — shaded, and the arrangements that avoid it entirely marked.

Nobody gets their own hat

Hand back a pile of hats at random and ask for the chance that not one person gets their own. The answer barely moves as the crowd grows — it is a third and a bit at four people, and a third and a bit at four thousand.

probability · Inclusion exclusion
Waiting for all 6 kinds. One bar per new kind: the expected number of draws needed to see a kind not yet seen, rising as fewer of them are left, and adding to 14.70 draws in total.

How long until every one turns up

Draw at random from six equally likely kinds until all six have appeared. The wait is not six draws, and it is not sixty; it is fourteen point seven, and the number is a harmonic sum wearing a hat.

probability · Expectation
A rule for moving between 3 states. 3 states drawn as circles with an arrow for every move the rule allows, labelled with its chance; a dashed loop is the chance of staying put.

The rule that forgets where it came from

A walk between a few states, with the next step decided by the current one and nothing else. Run it long enough and the starting point stops mattering — but only when two conditions hold, and both of them have a picture in which they fail.

probability · Markov chains
Waiting for all 6 when they are not equally likely. One bar per kind giving the expected wait for that kind on its own, with the rarest much the tallest, and the expected wait for the whole collection printed above them.

The one that hardly ever comes up

Make the kinds unequally likely and the tidy decomposition into stages fails, because a stage's rate now depends on which kinds turned up rather than on how many. What replaces it is an alternating sum over every subset — and the rarest kind turns out to be nearly the whole answer.

probability · Expectation
How long 4 equally likely patterns take to appear. A bar for each of 4 patterns of 3 coin tosses giving the expected number of tosses before it first appears, with the lengths at which each pattern overlaps itself listed.

Two patterns, one chance, different waits

HTH and HTT are equally likely in any given window of three tosses. Waiting for HTH takes ten tosses on average and waiting for HTT takes eight, and the difference is not about probability at all — it is about what a failed attempt leaves behind.

probability · Expectation
Two children, and at least one is a boy. Four equally likely families drawn as quarters of a square: the question “is at least one a boy?” rules out only the girl–girl family, and leaves three equal quarters; the chance of two boys is 33.3%.

Two children and the sentence about one of them

A family has two children and at least one is a boy. The chance that both are boys is one in three — or one in two, or anything from one in three to certainty — and every one of those answers is right for some way the sentence could have come to be said. There is no host and no door, and the protocol is still the whole problem.

probability · Bayes
One experiment, measured by runs and by awakenings. Two unit squares for the same coin and the same schedule: the same experiment weighed two ways: by runs, heads keeps half the square; by awakenings, heads is one of 3 equal slices.

One coin, counted by runs and by wakings

Beauty is put to sleep and a fair coin is tossed. Heads, she is woken once; tails, twice, with the first waking erased from her memory. Each time she wakes she is asked how likely heads is. One half, say some; one third, say others; and unlike every earlier puzzle of this kind, stating the protocol exactly does not end the argument.

probability · Bayes

Named alongside it

The objects these essays reach for when they reach for this one.

Conditional probabilityCounting argumentExpectationApproximationAreaBayes' theoremLikelihoodLinearityRecurrenceConvergence rateHarmonic seriesIndependence

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