% "Two-headed coin" % % Out of N coins one is with two heads. A coin is selected % at random and flipped k times and k times heads appeared. % What is the probability that the coin with two heads was % selected? % % clear all close all disp('Two Headed Coin') lw = 3; set(0, 'DefaultAxesFontSize', 16); fs = 15; msize = 10; N=1000000; %number of coins N-1 fair, 1 two-headed % pro = @(k, N) 2.^k./(2.^k + N - 1); p=[]; %keep posterior probs here for k=1:40 p = [p pro(k, N)]; %or simply: p = [p 2^k/(2^k + N - 1)]; end figure(1) plot((1:40), p, 'linewidth', lw) hold on plot((1:40), p, 'o', 'markersize', msize,... 'MarkerEdgeColor','k',... 'MarkerFaceColor','g') plot(16, p(16), 'ro', 'markersize', msize,... 'MarkerEdgeColor','k',... 'MarkerFaceColor','r') plot(24, p(24), 'ro', 'markersize', msize,... 'MarkerEdgeColor','k',... 'MarkerFaceColor','r') plot([16,16],[0,1],'r:') plot([24,24],[0,1],'r:') ylabel('Posterior probability of a 2H coin') xlabel('Number of flips all resulting in H') %print -depsc 'C:\STAT\Probs\Probseps\twoheaded.eps' % figure(2) % op = p./(1-p); % semilogy((1:40),op, 'linewidth', lw) % hold on % semilogy((1:40), op, 'o', 'markersize', msize) % ylabel(' Posterior Odds') % xlabel('Number of flips all resulting in H') %print -depsc 'C:\Springer\Probs\Probseps\twoheaded.eps' k=[4 16 24 40 70]; format long pro(k, N) % 0.000015999760004 0.061505253229598 0.943748275531347 % 0.999999090507035 0.999999999999999 pro(21,N)-pro(19, N) % 0.333166719521469 format short