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Jan 16, 2015 at 3:54 comment added Dilip Sarwate Starting from $\sum_i\Pr(M_i)=1$, we have that the average value of these $n$ probabilities is $\frac 1n$. Now, without loss of generality, suppose that there exists a proof that $\Pr(M_1)>\frac 1n$. Then, by interchanging subscripts $1$ and $i$ in the proof, we can show that $\Pr(M_i)>\frac 1n$ and similarly $\Pr(M_j)>\frac 1n$ and $\ldots$, leading to the conclusion that we are either in Lake Wobegon where all the $\Pr(M_j)$ are above average in value, or that the proof that $\Pr(M_1)>\frac 1n$ is faulty, and that all the $\Pr(M_i)$ must necessarily have the same value $\frac 1n$.
Jan 15, 2015 at 22:58 comment added whuber +1 This is definitely the easy and insightful way to see why the result is true, and your rigor is helpful.
Jan 15, 2015 at 22:43 history edited Danica CC BY-SA 3.0
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Jan 15, 2015 at 22:31 history answered Danica CC BY-SA 3.0