Related papers: Random Coin Tossing with unknown bias
We revisit the noisy binary search model of Karp and Kleinberg, in which we have $n$ coins with unknown probabilities $p_i$ that we can flip. The coins are sorted by increasing $p_i$, and we would like to find where the probability crosses…
We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…
We investigate the one-dimensional telegraph random process in the presence of an elastic boundary at the origin. This process describes a finite-velocity random motion that alternates between two possible directions of motion (positive or…
A neat question involving coin flips surfaced on $\Bbb X$, and generated an intensive `storm' of `social mathematics'. In a sequence of flips of a fair coin, Alice wins a point at each appearance of two consecutive heads, and Bob wins a…
We study the joint asymptotics of forward and backward processes of numbers of non-empty urns in an infinite urn scheme. The probabilities of balls hitting the urns are assumed to satisfy the conditions of regular decrease. We prove weak…
Toral (2002) considered an ensemble of N\geq2 players. In game B a player is randomly selected to play Parrondo's original capital-dependent game. In game A' two players are randomly selected without replacement, and the first transfers one…
Efron [Biometrika 58 (1971) 403--417] developed a restricted randomization procedure to promote balance between two treatment groups in a sequential clinical trial. He called this the biased coin design. He also introduced the concept of…
We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…
As in many coin puzzles, we have several identical-looking coins, with one of them fake and the rest real. The real coins weigh the same. Our fake coin is special in that it can change its weight. The coin can pretend to be a real coin, a…
Lottery is a game in which multiple players take chances in the hope of getting some rewards in cash or kind. In addition, from the time of the early civilizations, lottery has also been considered as an apposite method to allocate scarce…
A Boolean function of n bits is balanced if it takes the value 1 with probability 1/2. We exhibit a balanced Boolean function with a randomized evaluation procedure (with probability 0 of making a mistake) so that on uniformly random…
We study the normal mean inference problem, which involves simultaneous testing of the means of many normal distributions. This problem has been extensively studied within the empirical Bayes (EB) framework. However, the reliability of most…
The problem of assigning probabilities when little is known is analized in the case where the quanities of interest are physical observables, i.e. can be measured and their values expressed by numbers. It is pointed out that the assignment…
We study an urn process with two urns, initialized with a ball each. Balls are added sequentially, the urn being chosen independently with probability proportional to the $\alpha^{th}$ power $(\alpha >1)$ of the existing number of balls. We…
We consider a class of hypothesis testing problems where the null hypothesis postulates $M$ distributions for the observed data, and there is only one possible distribution under the alternative. We show that one can use a stochastic mirror…
Brakerski et. al [BCM+18] introduced the model of cryptographic testing of a single untrusted quantum device and gave a protocol for certifiable randomness generation. We use the leakage resilience properties of the Learning With Errors…
We consider $n$-sided dice whose face values lie between $1$ and $n$ and whose faces sum to $n(n+1)/2$. For two dice $A$ and $B$, define $A \succ B$ if it is more likely for $A$ to show a higher face than $B$. Suppose $k$ such dice…
It is well known that there is no direct one-to-one relation between $p$-values and likelihood ratios or Bayes factors, since their relation crucially involves the sample size $n$. We investigate their (asymptotic) relation in a…
This paper studies the fixed budget formulation of the Ranking and Selection (R&S) problem with independent normal samples, where the goal is to investigate different algorithms' convergence rate in terms of their resulting probability of…
We consider various probabilistic games with piles for one player or two players. In each round of the game, a player randomly chooses to add $a$ or $b$ chips to his pile under the condition that $a$ and $b$ are not necessarily positive. If…