Feller's coin-tossing constants

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Feller's coin-tossing constants are a set of numerical constants which describe asymptotic probabilities that in n independent tosses of a fair coin, no run of k consecutive heads (or, equally, tails) appears.

Probability measure of the expectation that an event will occur or a statement is true

Probability is a measure quantifying the likelihood that events will occur. See glossary of probability and statistics. Probability quantifies as a number between 0 and 1, where, roughly speaking, 0 indicates impossibility and 1 indicates certainty. The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin. Since the coin is fair, the two outcomes are both equally probable; the probability of "heads" equals the probability of "tails"; and since no other outcomes are possible, the probability of either "heads" or "tails" is 1/2.

Fair coin

In probability theory and statistics, a sequence of independent Bernoulli trials with probability 1/2 of success on each trial is metaphorically called a fair coin. One for which the probability is not 1/2 is called a biased or unfair coin. In theoretical studies, the assumption that a coin is fair is often made by referring to an ideal coin.

Contents

William Feller showed [1] that if this probability is written as p(n,k) then

William "Vilim" Feller, born Vilibald Srećko Feller, was a Croatian-American mathematician specializing in probability theory.

where αk is the smallest positive real root of

and

Values of the constants

k
122
21.23606797...1.44721359...
31.08737802...1.23683983...
41.03758012...1.13268577...

For the constants are related to the golden ratio, , and Fibonacci numbers; the constants are and . The exact probability p(n,2) can be calculated either by using Fibonacci numbers, p(n,2) =  or by solving a direct recurrence relation leading to the same result. For higher values of , the constants are related to generalizations of Fibonacci numbers such as the tribonacci and tetranacci numbers. The corresponding exact probabilities can be calculated as p(n,k) = . [2]

Golden ratio ratio between two quantities whose sum is at the same ratio to the larger one

In mathematics, two quantities are in the golden ratio if their ratio is the same as the ratio of their sum to the larger of the two quantities. The figure on the right illustrates the geometric relationship. Expressed algebraically, for quantities a and b with a > b > 0,

Fibonacci number integer in the infinite Fibonacci sequence

In mathematics, the Fibonacci numbers, commonly denoted Fn form a sequence, called the Fibonacci sequence, such that each number is the sum of the two preceding ones, starting from 0 and 1. That is,

In mathematics, a recurrence relation is an equation that recursively defines a sequence or multidimensional array of values, once one or more initial terms are given; each further term of the sequence or array is defined as a function of the preceding terms.

Example

If we toss a fair coin ten times then the exact probability that no pair of heads come up in succession (i.e. n = 10 and k = 2) is p(10,2) =  = 0.140625. The approximation gives 1.44721356...×1.23606797...11 = 0.1406263...

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References

  1. Feller, W. (1968) An Introduction to Probability Theory and Its Applications, Volume 1 (3rd Edition), Wiley. ISBN   0-471-25708-7 Section XIII.7
  2. Coin Tossing at WolframMathWorld