Concept

Sample space

The collection of every outcome a random process could produce, taken as the ground the probabilities sit on.

Named by 4 essays across one field — each of them below, with the objects they name alongside it.

the first pick was right — staying winsthe prize is behind door 2 — switching winsthe prize is behind door 3 — switching winsthe host knowsstay: 33.3%switch: 66.7%3 equally likely worlds,3 of them surviveno boundary moved:a region was ruled out

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
9 of the 24 arrangements put nothing back where it startedthe shaded diagonal is where an object stays put; a marked grid is one with no mark on it

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
10 → 11.201 → 21.502 → 323 → 434 → 565 → 614.70 draws expected in all6 kinds, and the last is the expensive onethe waits are 6/6 + 6/5 + 6/4 + 6/3 + 6/2 + 6/1 = 14.70 drawsthe last one alone costs 6 draws on average, which is why the total grows faster than the number of kinds

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
.6.3.4.4.3.3.10.20.40ABCevery state can be reached from every other, and no length of walk is forcedevery arrow out of a state carries a chance, and the chances out of each state add to one

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

Named alongside it

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

ApproximationCounting argumentRecurrenceAlternating seriesAreaBayes' theoremCollisionComplementary countingConditional probabilityConvergenceConvergence rateCounting two ways

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