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FreeBrainteaserEasy

A Fair Coin from a Biased One

Jane StreetOptiver

You are handed a coin that lands heads with some unknown probability pp, where 0<p<10 < p < 1. You may flip it as many times as you like.

Describe a procedure that produces a perfectly fair binary outcome — one that is heads with probability exactly 1/21/2 — without knowing pp. Then compute the expected number of flips your procedure uses.

Solution

The procedure. Flip the coin twice and look at the ordered pair:

  • HT → output heads
  • TH → output tails
  • HH or TT → discard and repeat

Why it is fair. The two flips are independent, so

P(HT)=p(1−p)andP(TH)=(1−p)p.P(HT) = p(1-p) \qquad\text{and}\qquad P(TH) = (1-p)p.

These are equal for every pp. Conditioning on the event that we stopped — that is, on {HT,TH}\{HT, TH\} — gives

P(output heads∣stop)=p(1−p)p(1−p)+(1−p)p=12.P(\text{output heads} \mid \text{stop}) = \frac{p(1-p)}{p(1-p) + (1-p)p} = \frac{1}{2}.

The bias cancels because it appears identically in both surviving outcomes. This is von Neumann's trick.

Expected number of flips. Each round costs 2 flips and succeeds with probability

q=2p(1−p).q = 2p(1-p).

The number of rounds is geometric with mean 1/q1/q, so

E[flips]=22p(1−p)=1p(1−p).E[\text{flips}] = \frac{2}{2p(1-p)} = \frac{1}{p(1-p)}.

Sanity check. At p=1/2p = 1/2 this gives 4 flips — we waste half of our rounds on HH/TT. As p→0p \to 0 or p→1p \to 1 the cost blows up, which is right: a nearly deterministic coin rarely produces a mixed pair.

> What the interviewer is listening for. State the procedure, then prove fairness by showing the pp cancels — candidates who assert symmetry without writing the conditional probability usually get pushed. Expect a follow-up on how to avoid discarding flips (Peres's iterated extractor gets you close to the entropy bound H(p)H(p)).

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