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In Laplace鈥檚 rule of succession (Example 5e), show that if the first n flips all result in heads, then the conditional probability that the next m flips also result in all heads is(n+1)/(n+m+1).

Short Answer

Expert verified

The product of probabilities isPHn+mHn+m-1Hn+1Fnn+1n+m+1.

Step by step solution

01

Given Information 

Ci- the coin with probability ik of flipping heads is chosen, i=0,1,,k.

Fn - the first n flips of a chosen coin are heads.

Hn+1-n+1-st flip is heads.

02

Explanation

Conditioning on which coin is chosen, we get the formula:

Fn=i=0kikn+1j=0kjkn

Also for large k:

1ki=0kikn01xndx=1n+1

Thus, for large k:

PHn+1Fnn+1n+2

Calculation of PHn+mHn+m-1Hn+1Fn

03

Explanation

Use the formula of conditional probability (first row) and multiplication rule (second row):

PHn+mHn+m-1Hn+1Fn

=PHn+mHn+m-1Hn+1FnPFn

=PHn+mHn+m-1Hn+1FnPHn+m-1Hn+m-2Hn+1FnPFnPFn

=PHn+mHn+m-1Hn+1FnPHn+1Fn

=PHn+mFn+m-1PHn+m-1Fn+m-2PHn+1Fn

04

Explanation

For as little approximation as possible, substitute formula (1) into this equation directly:

PHn+mHn+m-1Hn+1Fn

=i=0kikn+mj=0kjkn+m-1i=0kikn+m-1j=0kjkn+m-2i=0kikn+1j=0kjkn

=i=0kikn+mj=0kjkn

All the fractions are reduced because by changing the name of the iterator the sums become identical.

Now use approximations:

1ki=0kikn01xndx=1n+1

1ki=0kikn+m01xn+mdx=1n+m+1

Therefore:

PHn+mHn+m-1Hn+1Fnn+1n+m+1
05

Final Answer

The product of probability isPHn+mHn+m-1Hn+1Fnn+1n+m+1.

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