Drawing balls from an urn without replacement: what color runs out first?

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I have $m$ white balls and $n$ black balls in an urn. I repeatedly draw balls from the urn without replacement until one color runs out. What is the probability that white will run out first?



I have the recurrence relation $p(m, n) = fracmp(m - 1, n) + np(m, n - 1)m + n$ with $p(0, n) = 1$ and $p(m, 0) = 0$, and if you guess $p(m, n) = fracnm + n$ you can show that it's a valid solution, but I have no clue how you'd derive it without the lucky guess or an intuition for why that's the solution.







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    up vote
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    I have $m$ white balls and $n$ black balls in an urn. I repeatedly draw balls from the urn without replacement until one color runs out. What is the probability that white will run out first?



    I have the recurrence relation $p(m, n) = fracmp(m - 1, n) + np(m, n - 1)m + n$ with $p(0, n) = 1$ and $p(m, 0) = 0$, and if you guess $p(m, n) = fracnm + n$ you can show that it's a valid solution, but I have no clue how you'd derive it without the lucky guess or an intuition for why that's the solution.







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      up vote
      1
      down vote

      favorite









      up vote
      1
      down vote

      favorite











      I have $m$ white balls and $n$ black balls in an urn. I repeatedly draw balls from the urn without replacement until one color runs out. What is the probability that white will run out first?



      I have the recurrence relation $p(m, n) = fracmp(m - 1, n) + np(m, n - 1)m + n$ with $p(0, n) = 1$ and $p(m, 0) = 0$, and if you guess $p(m, n) = fracnm + n$ you can show that it's a valid solution, but I have no clue how you'd derive it without the lucky guess or an intuition for why that's the solution.







      share|cite|improve this question











      I have $m$ white balls and $n$ black balls in an urn. I repeatedly draw balls from the urn without replacement until one color runs out. What is the probability that white will run out first?



      I have the recurrence relation $p(m, n) = fracmp(m - 1, n) + np(m, n - 1)m + n$ with $p(0, n) = 1$ and $p(m, 0) = 0$, and if you guess $p(m, n) = fracnm + n$ you can show that it's a valid solution, but I have no clue how you'd derive it without the lucky guess or an intuition for why that's the solution.









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      asked Jul 21 at 2:47









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          Here's one way:



          Consider pulling out the full sequence of all $n + m$ of them. White balls run out first if and only if the last ball in the sequence is black. The key observation now is that the probability of a given sequence happening forward is exactly the same as the probability of that sequence happening in reverse. Thus, the probability that the last ball is black is equal to the probability that the first ball is black; this probability is exactly $fracnm+n$.






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            1 Answer
            1






            active

            oldest

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            1 Answer
            1






            active

            oldest

            votes









            active

            oldest

            votes






            active

            oldest

            votes








            up vote
            5
            down vote



            accepted










            Here's one way:



            Consider pulling out the full sequence of all $n + m$ of them. White balls run out first if and only if the last ball in the sequence is black. The key observation now is that the probability of a given sequence happening forward is exactly the same as the probability of that sequence happening in reverse. Thus, the probability that the last ball is black is equal to the probability that the first ball is black; this probability is exactly $fracnm+n$.






            share|cite|improve this answer

























              up vote
              5
              down vote



              accepted










              Here's one way:



              Consider pulling out the full sequence of all $n + m$ of them. White balls run out first if and only if the last ball in the sequence is black. The key observation now is that the probability of a given sequence happening forward is exactly the same as the probability of that sequence happening in reverse. Thus, the probability that the last ball is black is equal to the probability that the first ball is black; this probability is exactly $fracnm+n$.






              share|cite|improve this answer























                up vote
                5
                down vote



                accepted







                up vote
                5
                down vote



                accepted






                Here's one way:



                Consider pulling out the full sequence of all $n + m$ of them. White balls run out first if and only if the last ball in the sequence is black. The key observation now is that the probability of a given sequence happening forward is exactly the same as the probability of that sequence happening in reverse. Thus, the probability that the last ball is black is equal to the probability that the first ball is black; this probability is exactly $fracnm+n$.






                share|cite|improve this answer













                Here's one way:



                Consider pulling out the full sequence of all $n + m$ of them. White balls run out first if and only if the last ball in the sequence is black. The key observation now is that the probability of a given sequence happening forward is exactly the same as the probability of that sequence happening in reverse. Thus, the probability that the last ball is black is equal to the probability that the first ball is black; this probability is exactly $fracnm+n$.







                share|cite|improve this answer













                share|cite|improve this answer



                share|cite|improve this answer











                answered Jul 21 at 2:56









                Marcus M

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