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Concept
Urn problem
Summary
In probability and statistics, an urn problem is an idealized mental exercise in which some objects of real interest (such as atoms, people, cars, etc.) are represented as colored balls in an urn or other container. One pretends to remove one or more balls from the urn; the goal is to determine the probability of drawing one color or another,
or some other properties. A number of important variations are described below.
An urn model is either a set of probabilities that describe events within an urn problem, or it is a probability distribution, or a family of such distributions, of random variables associated with urn problems.
In Ars Conjectandi (1713), Jacob Bernoulli considered the problem of determining, given a number of pebbles drawn from an urn, the proportions of different colored pebbles within the urn. This problem was known as the inverse probability problem, and was a topic of research in the eighteenth century, attracting the attention of Abraham de Moivre and Thomas Bayes.
Bernoulli used the Latin word urna, which primarily means a clay vessel, but is also the term used in ancient Rome for a vessel of any kind for collecting ballots or lots; the present-day Italian word for ballot box is still urna. Bernoulli's inspiration may have been lotteries, elections, or games of chance which involved drawing balls from a container, and it has been asserted that elections in medieval and renaissance Venice, including that of the doge, often included the choice of electors by lot, using balls of different colors drawn from an urn.
In this basic urn model in probability theory, the urn contains x white and y black balls, well-mixed together. One ball is drawn randomly from the urn and its color observed; it is then placed back in the urn (or not), and the selection process is repeated.
Possible questions that can be answered in this model are:
Can I infer the proportion of white and black balls from n observations? With what degree of confidence?
Knowing x and y, what is the probability of drawing a specific sequence (e.
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