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I'm learning basics of the probability theory and trying to map the probability concepts I learnt to the following example from my book (Introduction to Algorithms (or CLRS):

Suppose that we have a fair coin and a biased coin that always comes up heads. We run an experiment consisting of three independent events: we choose one of the two coins at random, we flip that coin once, and then we flip it again. Suppose that the coin we have chosen comes up heads both times. What is the probability that it is biased?

I'm confused with what the author here means by an experiment and by an event? What's the sample space in this problem?

My thoughts: the experiment here is actually "choose a coin, flip it twice" meaning that a possible outcome of this experiment is, for example, "biased coin, two heads" or "fair coin, head, tail" etc. Therefore this means that this "biased coin, two heads" and this "fair coin, head, tail" are elementary events.

Consequently our sample space is something like

$$ S = \{ \text{(F, TT), (F, HT), (F, TH), (F, HH), (B, HH)} \} $$

Therefore events should be subsets of the $S$, but author's event is like "choose a coin" or "flip coin first time" which are definitely can't be subsets of $S$.

Where am I wrong and what's exactly the author means by his experiment and events and how they are related to the sample space concept.

E. Shcherbo
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2 Answers2

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My thoughts: the experiment here is actually "choose a coin, flip it twice" meaning that a possible outcome of this experiment is, for example, "biased coin, two heads" or "fair coin, head, tail" etc. Therefore this means that this "biased coin, two heads" and this "fair coin, head, tail" are elementary events.

Consequently our sample space is something like

$$ S = \{ \text{(F, TT), (F, HT), (F, TH), (F, HH), (B, HH)} \} $$

Yes, your explanation and illustration of the terminology (which I've boldfaced) are exactly correct.

Therefore events should be subsets of the $S$,

Yes, and this experiment has $2^5=32$ distinct events associated with it.

but author's event is like "choose a coin" or "flip coin first time" which are definitely can't be subsets of $S$.

Yes, because these are experiment trials, not events.

Although it is common to associate trials with events— e.g., the event of landing Tail in the first flip is $\{FTT,FTH\}$ and the event of landing Head in the first flip is $\{FHT,FHH,BHH\}$ —this clearly isn't what author means either.

ryang
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  • The experiment is what you actually do: "you choose one of the two coins at random, you flip that coin once, and then you flip it again"

  • The sampe space is exactly what you stated

  • An Event is each element of the sample space

  • Of course any event of you sample space is composed by 3 elementary events; the first related to the choice of the coin and the other two related to the coin's outcomes

Thus the solution is

$$P(B|HH)=\frac{P(B,HH)}{P(F,HH)+P(B,HH)}=\frac{\frac{1}{2}\times1}{\frac{1}{2}\times \frac{1}{4}+\frac{1}{2}\times1}=\frac{4}{5}$$

tommik
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  • Thanks for your answer! But doesn't the sample space consist of elementary events rather than events? I understand that an elementary event is also event and in our case it seems that we work with elementary events, right? – E. Shcherbo Feb 26 '21 at 10:09
  • @E.Shcherbo No, the sample space of an experiment or random trial is the set of all possible outcomes or results of that experiment. https://en.wikipedia.org/wiki/Sample_space. In your case each result of the experiment is an event, which is composed by 3 elementary events – tommik Feb 26 '21 at 10:13
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    Sorry, I didn't get the idea, because the elementary event is a single outcome in the sample space. https://en.wikipedia.org/wiki/Elementary_event. You're saying that event is composed by 3 elementary events, but what the elementary event is in your case? As I understand each elementary event is an element of some sample space. So what's the sample space in your case? – E. Shcherbo Feb 26 '21 at 10:21