Some of the things I've learned every day since Oct 10, 2016
7: Simulating a Fair Coin Toss
October 17, 2016Posted by on
Given an ‘unfair’ coin where , we can still use this coin to simulate a fair coin toss.
In order to simulate a fair coin toss, we just need 2 events which are mutually exclusive and equally probable. Examining the probability of different outcomes when flipping our coin twice, we see that
and notice that . These 2 events are both equally likely and mutually exclusive, so they are exactly what we need to simulate a fair coin toss.
For example, our simulation could go as follows: We repeatedly flip the coin 2 times consecutively until we get a pair of results which are different, ignoring pairs which are the same. If the second result is a heads, we consider it to be as a heads from a fair coin toss, and likewise for tails.