Retrieval check answer. P(pass) = 0.9×0.2 + 0.25×0.8 = 0.18 + 0.20 = 0.38. P(qualified | passed) = 0.18 / 0.38 ≈ 0.474 — about 47%, not 90%. The 90% is P(pass | qualified), a completely different conditional (Lesson 8’s transposed-conditional trap), and a mediocre false-hire rate (25%) plus a low base rate of qualified candidates (20%) drags it down hard.
Part 1 — the shortcut fails. At n = 20, mean p = 0.33:
variance(20) ≈ 0.33 × 0.67 / 20 = 0.2211 / 20 = 0.011055
SD(20) ≈ √0.011055 ≈ 0.1051
Doubling to n = 40 (same p = 0.33):
variance(40) ≈ 0.2211 / 40 = 0.0055275
SD(40) ≈ √0.0055275 ≈ 0.0743
0.0743 is not half of 0.1051 — half would be 0.0526. The actual ratio is
0.0743 / 0.1051 ≈ 0.707, i.e. 1/√2. Doubling the trial count shrinks the SD by a factor of
1/√2 ≈ 0.71, not 1/2. Your colleague’s “20 more trials” leaves the posterior visibly wider than
they think it is — check it against the real number and the shortcut falls apart immediately.
Part 2 — solving properly. variance ∝ 1/n means SD ∝ 1/√n. To cut SD in half, you need
√n' to be double √n — which means n' itself must be 4× n, not 2×
(√(4n) = 2√n). At n = 20, that’s n' = 80:
variance(80) ≈ 0.2211 / 80 = 0.00276375
SD(80) ≈ √0.00276375 ≈ 0.0526 — exactly half of 0.1051, as required.
Part 3 — the numeric answer: 60 more trials. Current n = 20; target n' = 80; the difference
is 80 − 20 = 60 additional trials. (Using the exact beta-variance formula with the +1 term instead
of the approximation shifts this to roughly 63 rather than 60 — same conclusion, same order of
magnitude, and irrelevant to the point being made.)
Why the “squared in the denominator” instinct is half-right and half-wrong. Variance genuinely
does have n (not n²) in the denominator — the colleague’s shortcut silently assumed the wrong
power. Because variance ∝ 1/n rather than 1/n², the standard deviation — the more interpretable,
same-units quantity you actually care about — scales as 1/√n, the square root softening the
relationship. Any process where uncertainty is measured by standard deviation and driven by
independent-trial accumulation has this shape: going from “good” to “twice as good” costs four
times the data, not twice. This is the same arithmetic, generalized, that made a single new
observation barely move a large posterior back in Lesson 16 (movement ≈ 1/(α+β+1)) — both facts
come from the same 1/n-type scaling underneath.
The pattern:
Total trials n | Variance (≈ p(1-p)/n) | SD | SD relative to n=20 |
|---|---|---|---|
| 20 | 0.01106 | 0.1051 | 1× |
| 40 (2×) | 0.00553 | 0.0743 | 0.71× |
| 80 (4×) | 0.00276 | 0.0526 | 0.50× |
| 320 (16×) | 0.00069 | 0.0263 | 0.25× |
Where this goes: you’ve now watched a posterior’s uncertainty shrink as data accumulates. Next
lesson asks a related but distinct question — not “how uncertain am I about p?” but “given
everything I currently believe about p, what do I actually expect to see on the next trial?”
That’s the posterior predictive distribution, and it has its own classic wrong shortcut waiting.