[OscarCunningham]

Because of the particular distributions that you happen to have chosen. Alice doesn't have to pick uniformly at random. Since 0^p=0 and 1^p=1 we can experiment with different distributions by using "Math.pow(Math.random(),p)" in place of "Math.random()". For example:

  var prior = Math.pow(Math.random(),1);
  var hand1 = Math.pow(Math.random(),10);
  var hand2 = Math.pow(Math.random(),10);
  > Win probability: 0.5757182

and

  var prior = Math.pow(Math.random(),1);
  var hand1 = Math.pow(Math.random(),0.1);
  var hand2 = Math.pow(Math.random(),10);
  > Win probability: 0.9026432

But the win probability will always be >0.5 so long as the "prior" probability distribution has a nonzero probability of being between Alice's two numbers.

[22c]

> But the win probability will always be >0.5 so long as the "prior" probability distribution has a nonzero probability of being between Alice's two numbers.

I'm not sure if that always holds true. Let's say Alice flips a coin and picks 3 or 4 for num1, then Alice flips another coin and picks either num1 - 2 or num1 + 2 for num2.

You come along and pick a number between 1 and 6. You have a non-zero chance of having picked a number between Alice's two numbers, but your chances of winning are not > 0.5.

If you picked a number between 2 and 5 though, your chances of winning are now > 0.5. Like jstanley said, you'd have to know how Alice picks numbers in order to win in the long run.

[jstanley]

> the win probability will always be >0.5 so long as the "prior" probability distribution has a nonzero probability of being between Alice's two numbers.

Wow. This is the key piece of information that makes the problem interesting, IMO. That's quite unintuitive.

If you know anything at all about how your opponent chooses numbers, you win in the long term.

[kd5bjo]

It also tells us what Alice's optimal strategy is: pick the first number at random, and then select an adjacent integer as the second number. Thus, there's no space between them that your prior can assign any probability to.

[OscarCunningham]

Well your strategy has to have some way of breaking ties, when Alice's number is the same as yours. Lets say that you always say "higher" in that case. Then you always win whenever your number is between Alice's or equal to the smaller of them. Equivalently you could just pick a random half-integer.