A Surprising Result in Coin Tossing

KEYWORDS: C. P. Cholkar
Teaching; Dharampeth Science College, Nagpur, India.
Coin tossing; e-mail: mpcholkar@yahoo.com
Correlation.
M. N. Deshpande
Institute of Science, Nagpur, India.
e-mail: dpratap@nagpur.dot.net.in

Summary
This article presents a counter-intuitive result in
coin tossing.

u INTRODUCTION u Now

E(HT ) = E(E(HT |X ))
L et an unbiased coin be tossed X times (at this
stage, X is a constant). Let H and T denote
the number of heads and the number of tails
=
=
E(E(H(X − H)|X ))
E(X 2/2 − X/4 − X2/4)
= E(X 2/4 − X/4)
respectively. The correlation coefficient between
= (M/4 + M 2/4)/4 − M/8
H and T is −1, as T = X − H.
= −M/16 + M 2/16
Suppose the coin is tossed M times and X heads
are obtained. Let us toss the coin again X times (X and so
is of course a random variable now) and let H and
T denote the number of heads and the number of Cov(H, T) = E(HT) − E(H )E(T)
tails obtained respectively. If we ask students to = −M/16 + M2/16 − M2/16
state the value of the correlation coefficient between = −M/16
H and T, their most likely answer will be −1, which
is incorrect. Hence the correlation coefficient between H and T,
denoted by ρ, is
The derivation that follows uses the ‘repeated ex-
pectation’ result: for any random variables Y and Z, ρ = (−M/16)/{(3M/16)(3M/16)}0.5 = −1/3 (1)
E(Y) = E(E(Y | Z)). Using this, we easily see that
Remark: the result is surprising because this ρ does
E(H ) = E(E (H |X )) = E(X/2) = M/4 not depend on M.
E(T ) = E(E(T |X )) = E(X/2) = M/4
E(H 2 ) = E(E(H 2 |X )) = E(X/4 +X 2/4) We note that the correlation coefficient has in-
= M/8+(M/4 + M 2/4)/4 creased from −1 in the original case to −1/3. This
= 3M/16 + M 2/16 happens because X is now not a constant but a
random variable. In this case it is a binomial vari-
and similarly able with parameters (M, 1/2).

E(T 2 ) = 3M/16 + M2/16 As a consequence of the above result, the follow-

ing question arises. Can we find a non-negative,
Therefore integer-valued random variable X such that if an
unbiased coin is tossed X times and H denotes the
Var(H ) = E(H 2 ) − {E(H )}2 = 3M/16 number of heads obtained, the correlation coeffi-
cient between H and (X − H) is positive?
and similarly we also have
We show that this is possible. This result is quite
Var(T ) = 3M/16 surprising.
10 • Teaching Statistics. Volume 24, Number 1, Spring 2002
The extreme case would be to find X such that the
correlation between H and (X − H) is +1. This
cannot be achieved, but we give an example in
which it is approached.
u MAIN RESULT u
Let X be a non-negative, integer-valued random
variable with mean µ and variance σ 2. Using sim-
ilar arguments we can easily obtain
E(H) = E(E(H |X )) = E(X/2) = µ /2
E(X − H ) = µ /2
Var(H ) = E(E(H 2 |X )) − µ2/4
= E(X/4 + X 2/4) − µ2/4
= µ /4 + (µ 2 + σ 2)/4 − µ 2/4
= ( µ + σ 2)/4
Var(X − H ) = ( µ + σ 2)/4
Cov(H, X − H) = E(E(H(X − H )|X )) − µ2/4
= E(X 2/2 − X/4 − X 2/4) − µ2/4
= ( µ2 + σ 2)/4 − µ/4 − µ 2/4
= (σ 2 − µ)/4
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Hence ρ(H, X − H ) = (σ 2 − µ)/(σ 2 + µ)
Thus
(i) if X is a constant then σ 2 = 0 and ρ = −1
(ii) if σ 2 − µ > 0 then ρ > 0.
In the case discussed earlier, µ = M/2 and σ 2 =
M/4 and therefore ρ = (M/4 − M/2)/(M/4 + M/2)
= −1/3, which is consistent with the result in equa-
tion (1) above.
If X is a discrete uniform variable with P(X = i) =
1/N for i = 1, 2, ..., N, then
µ = E(X ) = (N + 1)/2
σ 2 = Var(X ) = (N2 − 1)/12
ρ(H, X − H ) = {(N2 − 1)/12 − (N + 1)/2}/
{(N2 − 1)/12 + (N + 1)/2}
= (N − 7)/(N + 5)
Thus
(i) if N = 1 (i.e. X is a constant, in fact X = 1)
then ρ = −1
(ii) if N = 7 then ρ = 0
(iii) if N > 7 then ρ > 0, and ρ approaches 1 for
large N.
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Teaching Statistics. Volume 24, Number 1, Spring 2002 • 11