A debiased Bernoulli factory and unbiased estimation of a probability
Probability
2025-10-03 v1 Statistics Theory
Computation
Statistics Theory
Abstract
Given a known function and a random but almost surely finite number of independent, Ber-distributed random variables with unknown , we construct an unbiased, -valued estimator of the probability . Our estimator is based on so-called debiasing, or randomly truncating a telescopic series of consistent estimators. Constructing these consistent estimators from the coefficients of a particular Bernoulli factory for yields provable upper and lower bounds for our unbiased estimator. Our result can be thought of as a novel Bernoulli factory with the appealing property that the required number of Ber-distributed random variates is independent of their outcomes, and also as constructive example of the so-called -factory.
Cite
@article{arxiv.2510.01941,
title = {A debiased Bernoulli factory and unbiased estimation of a probability},
author = {Jere Koskela and Toni Karvonen and Krzysztof Łatuszyński and Dario Spanò},
journal= {arXiv preprint arXiv:2510.01941},
year = {2025}
}
Comments
8 pages