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.
William Feller showed[1] that if this probability is written as p(n,k) then
where αk is the smallest positive real root of
and
[edit] Values of the constants
k | αk | βk |
---|---|---|
1 | 2 | 2 |
2 | 1.23606797... | 1.44721359... |
3 | 1.08737802... | 1.23683983... |
4 | 1.03758012... | 1.13268577... |
For k = 2 the constants are related to the golden ratio and Fibonacci numbers; the constants are and . For higher values of k they are related to generalizations of Fibonacci numbers such as the tribonacci and tetranacci constants.
[edit] 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...
[edit] References
- ^ Feller, W. (1968) An Introduction to Probability Theory and Its Applications, Volume 1 (3rd Edition), Wiley. ISBN 0-471-25708-7 Section XIII.7