English

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 f:[0,1](0,1)f : [0, 1] \mapsto (0, 1) and a random but almost surely finite number of independent, Ber(x)(x)-distributed random variables with unknown x[0,1]x \in [0, 1], we construct an unbiased, [0,1][0, 1]-valued estimator of the probability f(x)(0,1)f(x) \in (0, 1). 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 ff 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(x)(x)-distributed random variates is independent of their outcomes, and also as constructive example of the so-called ff-factory.

Keywords

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}
}

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8 pages