I found a rather tricky exercise:
Two urns contain red and black balls, all alike except for color. Urn A has 2 reds and 1 black, and Urn B has 101 reds and 100 blacks. An urn is chosen at random, and you win a prize if you correctly name the urn on the basis of the evidence of two balls drawn from it. After the first ball is drawn and its color seen, you can decide whether or not the ball shall be replaced before the second drawing. How do you order the second drawing, and how do you decide on the urn?
How do you approach such a problem?