概率论 (Summer 2013)/Problem Set 1: Difference between revisions

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== Problem 1 ==
== Problem 1 ==
(Due to J. von Neumann)
(Due to J. von Neumann.)


# Suppose you are given a coin for which the probability of HEADS, say <math>p</math>, is <i>unknown</i>
# Suppose you are given a coin for which the probability of HEADS, say <math>p</math>, is <i>unknown</i>. How can you use this coin to generate unbiased (i.e., <math>\Pr[\mbox{HEADS}]=\Pr[\mbox{TAILS}=1/2]</math>) coin-flips? Give a scheme for which the expected number of flips of the biased coin for extracting one unbiased coin-flip is no more than <math>1/(p(1-p))</math>.
 
# Devise an extension of the scheme that extracts the largest possible number of independent, unbiased coin-flips from a given number of flips of the biased coin.
 
== Problem 2 ==
(Due to D.E. Knuth and A. C-C. Yao.)
 
# Suppose

Revision as of 05:23, 4 July 2013

Problem 1

(Due to J. von Neumann.)

  1. Suppose you are given a coin for which the probability of HEADS, say [math]\displaystyle{ p }[/math], is unknown. How can you use this coin to generate unbiased (i.e., [math]\displaystyle{ \Pr[\mbox{HEADS}]=\Pr[\mbox{TAILS}=1/2] }[/math]) coin-flips? Give a scheme for which the expected number of flips of the biased coin for extracting one unbiased coin-flip is no more than [math]\displaystyle{ 1/(p(1-p)) }[/math].
  1. Devise an extension of the scheme that extracts the largest possible number of independent, unbiased coin-flips from a given number of flips of the biased coin.

Problem 2

(Due to D.E. Knuth and A. C-C. Yao.)

  1. Suppose