grandes-ecoles 2019 Q15

grandes-ecoles · France · centrale-maths1__psi Probability Definitions Proof of a Probability Identity or Inequality
We consider a general balanced urn with parameters $a_{0}, b_{0}, a, b, c, d \in \mathbb{N}$ satisfying $a + b = c + d = s$. For $n \geqslant 1$, $\Omega_{n}$ denotes the set of possible outcomes of $n$ draws, and $X_{n}$ denotes the number of white balls present in the urn after $n$ draws. For $\omega \in \Omega_{n}$, $b(\omega)$ denotes the number of white balls present in the urn at the end of the $n$ draws modeled by $\omega$.
Show that, for all $n \in \mathbb{N}^{*}$ and all $k \in \mathbb{N}$, $$P(X_{n} = k) = \frac{\operatorname{card}(\{\omega \in \Omega_{n} ; b(\omega) = k\})}{\operatorname{card}(\Omega_{n})}.$$
We consider a general balanced urn with parameters $a_{0}, b_{0}, a, b, c, d \in \mathbb{N}$ satisfying $a + b = c + d = s$. For $n \geqslant 1$, $\Omega_{n}$ denotes the set of possible outcomes of $n$ draws, and $X_{n}$ denotes the number of white balls present in the urn after $n$ draws. For $\omega \in \Omega_{n}$, $b(\omega)$ denotes the number of white balls present in the urn at the end of the $n$ draws modeled by $\omega$.

Show that, for all $n \in \mathbb{N}^{*}$ and all $k \in \mathbb{N}$,
$$P(X_{n} = k) = \frac{\operatorname{card}(\{\omega \in \Omega_{n} ; b(\omega) = k\})}{\operatorname{card}(\Omega_{n})}.$$