Problem

Source: ELMO 2014, Problem 4, by Kevin Sun

Tags: function, probability, induction, symmetry, algebra, polynomial, strong induction



Let $n$ be a positive integer and let $a_1$, $a_2$, \dots, $a_n$ be real numbers strictly between $0$ and $1$. For any subset $S$ of $\{1, 2, ..., n\}$, define \[ f(S) = \prod_{i \in S} a_i \cdot \prod_{j \not \in S} (1-a_j). \] Suppose that $\sum_{|S| \text{ odd}} f(S) = \frac{1}{2}$. Prove that $a_k = \frac{1}{2}$ for some $k$. (Here the sum ranges over all subsets of $\{1, 2, ..., n\}$ with an odd number of elements.) Proposed by Kevin Sun