Uncertain Urn Problems and Ellsberg Experiment

The basic urn problem is to determine the probability of drawing one colored ball from an urn with known composition of differently colored balls. If the composition is unknown, then it is called uncertain. This paper designs some uncertain urn problems in order to compare probability theory and uncertainty theory. It is concluded that uncertainty theory is better than probability theory to deal with uncertain urn problems. As a by-product, this paper also solves the choice problem in Ellsberg experiment by chance theory.