Biased outcomes from unbiased coin

binaryprobabilityrandom variables

I know that by combining heads and tails, we can generate unbiased outcomes using a biased coin. I am trying to understand if we can generate biased outcomes using an unbiased coin. My guess is that it has to do with binary representation of probability. Say the desired probability of winning is denoted by $p\in(0,1)$. We can write this in binary form
$$p=0.p_1p_2p_3…..p_n $$ where $p_i \in \{0,1 \}$. Let us toss the fair coin and take heads as $1$ and tails as $0$.

Is there any hope ahead through this approach?

Many thanks.

Best Answer

Yes there is. Suppose you flip a coin randomly, generating a infinite sequence of heads and tails given by $f_1,f_2,...$, representing tails as $0$ and heads as $1$. Then if you use those flips for binary digits and let $$ f=0.f_1f_2f_3... $$ then there is exactly a probability $p$ that $f<p.$

In principle this could take infinitely many flips to determine, but if you were satisfied with finding an event of probability $p$ when $p=\frac{k}{2^n}$, then finding out whether $f<p$ would take at most $n$ flips.

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