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Biased Coins (Posted on 2005-02-17) |
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Call a biased coin a p-coin if it comes up heads with probability p and tails with probability 1-p. We say that a p-coin simulates a q-coin if by flipping a p-coin repeatedly (some fixed finite number of times) one can simulate the behavior of a q-coin.
For example, a fair coin can be used to simulate a 3/4-coin by using two flips and defining a pseudo-head to be any two-flip sequence with at least one real head. The chance of a pseudo-head coming up is 3/4, so we have simulated a 3/4-coin.
1. Find a rational value p such that a p-coin can simulate both a 1/2-coin and a 1/3-coin, or prove that no such value exists.
2. Find an irrational value p such that a p-coin can simulate both a 1/2-coin and a 1/3-coin, or prove that no such value exists.
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Submitted by David Shin
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Rating: 4.0000 (3 votes)
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Solution:
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1. No such value exists. To see this, suppose the contrary. Assume that there is some (a/b)-coin that can simulate both a 1/2-coin and a 1/3-coin, where a and b are relatively prime positive integers. Let n be the number of required flips (choose it large enough so that it is the required number to simulate both coins). Let S2 be the set of sequences considered pseudo-heads when simulating the 1/2-coin, and let S3 be the set of sequences considered pseudo-heads when simulating the 1/3-coin (these sets may overlap).
For each sequence x, define a function f(x) that outputs the number of heads in that sequence.
Now, we have
1/2 = SUM((a/b)^(f(x))(1-a/b)^(n-f(x)), x in S2)
and
1/3 = SUM((a/b)^(f(y))(1-a/b)^(n-f(y)), y in S3).
Rearranging, these become:
b^n = 2*SUM(a^f(x)(b-a)^(n-f(x)), x in S2)
and
b^n = 3*SUM(a^f(y)(b-a)^(n-f(y)), y in S2)
The key observation is that f(x) can equal n for only one sequence x (namely, a sequence of n heads). Thus, looking at the top equation modulo (b-a), we have:
a^n = 0 OR 2*a^n (mod (b-a))
where the OR depends on whether the sequence of all heads is included in the sets S2. We see that the two possibilities are actually equivalent, so that
a^n = 0 (mod (b-a)).
Using the fact that a is relatively prime to (b-a) whenever a is relatively prime to b, this implies that b-a = 1.
Applying to Equation 2, and looking modulo a, we similarly get:
1 = 0 OR 3 (mod a)
depending on whether the sequence of all tails is included in the sets S3. Since 1=0 (mod a) is impossible, we necessarily have 1=3 (mod a) and so a=2, and so b=3.
However, the equation
b^n = 2*SUM(a^f(x)(b-a)^(n-f(x)), x in S2)
shows that b must be even, a contradiction.
2. Let us attempt a p so that if the coin is flipped twice, the probability of getting HT is 1/6. Such a p satisfies p(1-p)=1/6, and so p may be taken to be (3+sqrt(3))/6. This p clearly simulates 1/3, as the two flip event "HT or TH" occurs with probability 1/6+1/6=1/3. By lucky coincidence, the 3-flip event "HHH or TTT" occurs with probability 1/2, for
p^3+(1-p)^3 = (9+5sqrt(3))/36 + (9-5sqrt(3))/36 = 1/2. |
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