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.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.
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.