Confidence that feeds on itself
A player takes 100 penalty kicks. He scores the first and misses the second. From the third kick on, his probability of scoring equals the fraction of his previous kicks that he scored. For example, after 3 goals in 5 kicks he scores the sixth with probability .
What is the probability that he scores exactly 40 of the 100 kicks?
Fractions, decimals with at least 3 significant digits, and expressions such as sqrt(2)/2, e^-1 or pi/4.
This is Pólya's urn: an urn starts with one ball of each colour, and after each draw the ball is put back together with a new ball of the same colour.
Compute the probability of one particular sequence of goals and misses with goals. Does it depend on the order?
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s Shown after a correct answer. Revealing it first marks the problem as seen, not solved.
Idea. Every sequence of results with the same number of goals has the same probability. Counting them shows that the number of goals is uniform on .
Step 1: one sequence. After the first two kicks the player has 1 goal and 1 miss in 2 kicks. Look at the remaining 98 kicks, with more goals and more misses in a given order. When the -th of the new goals is scored, he has already scored times, so the numerators of the goal probabilities are , whatever the order. Likewise the numerators for the misses are . The denominators are always . So every such sequence has probability
Step 2: count. There are orders, so
Step 3. So the total number of goals, , is uniform on , and
Remark. Any count from 1 to 99 is equally likely: early luck is locked in. As the number of kicks grows, his scoring rate converges to a random limit that is uniform on .