best I can tell, the independence assumption means that the p of getting it right on any trial does not depend on the p of getting it right on any other trial. And, it doesn't, unless you get feedback after every trial.
Sure 10/10 reduces the number of possible distributions, but they're still bell shaped (plotting frequency of occurence by 0-20 correct guesses), with p=.50 for any trial.
That's not what the independence assumption means. Try
Wikipedia, for instance:
Wikipedia said:
In probability theory, to say that two events are independent, intuitively means that the occurrence of one event makes it neither more nor less probable that the other occurs.
It says that if you know the
result of a trial, then your
probability for the next trial is changed. It does not say that if you know the
probability of the results of a trial, then your probability for the next trial is changed.
In general if I have N trials and my guess for each is independently good or bad with probability p=0.5, that's a binomial distribution on the total number of good guesses with mean Np=N/2 and variance Np(1-p)=N/4. As N grows large this will be approximated by a normal distribution N(N/2,N/4).
But if I have N trials and I know that exactly N/2 are of one type and N/2 are of another, then my guess for each is good or bad with probability p=0.5, but my guesses aren't independent. What does this do? The mean total number of good guesses is still Np. My intuition says the variance will be different but I'm not sure. So let's check. I will randomly guess N/2 of the N to be one type and the other N/2 to be the other type. Of the first N/2 I will get k correct with probability (N/2)Ck * (N/2)C(N/2-k) / NC(N/2). Of the second N/2 I will get another k correct because I will get N/2-k of them incorrect due to my first guesses.
Where have I seen that before? Well, it's certainly
hypergeometric Here m=N/2 and n=N/2. We see that the mean for that is nm/N = N^2/4N = N/4, which is good since we actually get twice the mean correct (k and then k again), for N/4 * 2 = N/2. How about the variance? It's n*(m/N)*(1-m/N)*(N-n)/(N-1). That's N/2*(1/2)*(1/2)*(N/2)/(N-1) or 1/16 * N^2/(N-1). But remember this is the variance of k and we want the variance of 2k, so it's actually 1/4 * N^2/(N-1). As N grows large that's N(N/2,N^2/4(N-1)) which is nearly exactly N(N/2,N/4).
Conclusion (tl;dr)
In the limit these two methods are very, very close to each other. But for smallish N, where approximating with a normal distribution isn't good enough anyway, they are very different distributions. N=2 is smallish; I claim N=20 is smallish.