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We shall show in this paper that there are experiments which are Bernoulli trials with success probability p > 0.5, and which have the curious feature that it is possible to correctly predict the outcome with probability > p.

Other Statistics · Statistics 2018-01-09 James D. Stein

For $p \in (0,1)$, sample a binary sequence from the infinite product measure of Bernoulli$(p)$ distributions. It is known that for $p=1/2$, almost every binary sequence is Poisson generic in the sense of Peres and Weiss, a property that…

Probability · Mathematics 2025-09-30 Jon V. Kogan , Nicolò Paviato

We study Martin-L\"{o}f random (ML-random) points on computable probability measures on sample and parameter spaces (Bayes models). We consider variants of conditional randomness defined by ML-randomness on Bayes models and those of…

Information Theory · Computer Science 2023-04-24 Hayato Takahashi

We generalise the randomness test definitions in the literature for both the Martin-L\"of and Schnorr randomness of a series of binary outcomes, in order to allow for interval-valued rather than merely precise forecasts for these outcomes,…

Probability · Mathematics 2023-12-21 Gert de Cooman , Floris Persiau , Jasper De Bock

We present a positive solution to the so-called Bernoulli Conjecture concerning the characterization of sample boundedness of Bernoulli processes. We also discuss some applications and related open problems.

Probability · Mathematics 2014-09-19 Witold Bednorz , Rafał Latała

One-sided confidence intervals are presented for the average of non-identical Bernoulli parameters. These confidence intervals are expressed as analytical functions of the total number of Bernoulli games won, the number of rounds and the…

Statistics Theory · Mathematics 2022-12-27 Jean-Daniel Bancal , Pavel Sekatski

We say that a finitely additive probability measure $\mu$ on $\omega$ is \emph{a P-measure} if it vanishes on points and for each decreasing sequence $(E_n)$ of infinite subsets of $\omega$ there is $E\subseteq\omega$ such that…

Logic · Mathematics 2022-04-26 Piotr Borodulin-Nadzieja , Damian Sobota

Normal numbers were introduced by Borel and later proven to be a weak notion of algorithmic randomness. We introduce here a natural relativization of normality based on generalized number representation systems. We explore the concepts of…

We study the randomness properties of reals with respect to arbitrary probability measures on Cantor space. We show that every non-computable real is non-trivially random with respect to some measure. The probability measures constructed in…

Logic · Mathematics 2013-05-16 Jan Reimann , Theodore A. Slaman

We consider Bernoulli measures $\mu_p$ on the interval $[0,1]$. For the standard Lebesgue measure the digits $0$ and $1$ in the binary representation of real numbers appear with an equal probability $1/2$. For the Bernoulli measures, the…

Classical Analysis and ODEs · Mathematics 2022-05-12 Anton A. Kutsenko

Randomness processing in the Bernoulli factory framework provides a concrete setting in which quantum resources can outperform classical ones. We experimentally demonstrate an entanglement-assisted quantum Bernoulli factory based on…

Quantum Physics · Physics 2026-02-09 Tanay Roy

An important functional of Poisson random measure is the negative binomial process (NBP). We use NBP to introduce a generalized Poisson-Kingman distribution and its corresponding random discrete probability measure. This random discrete…

Statistics Theory · Mathematics 2023-07-04 Sadegh Chegini , Mahmoud Zarepour

Since human randomness production has been studied and widely used to assess executive functions (especially inhibition), many measures have been suggested to assess the degree to which a sequence is random-like. However, each of them…

Computational Complexity · Computer Science 2013-12-10 Nicolas Gauvrit , Hector Zenil , Jean-Paul Delahaye , Fernando Soler-Toscano

Let $b(x)$ be the probability that a sum of independent Bernoulli random variables with parameters $p_1, p_2, p_3, \ldots \in [0,1)$ equals $x$, where $\lambda := p_1 + p_2 + p_3 + \cdots$ is finite. We prove two inequalities for the…

Statistics Theory · Mathematics 2020-07-24 Lutz Duembgen , Jon A. Wellner

An approach to amputation, the process of introducing missing values to a complete dataset, is presented. It allows to construct missingness indicators in a flexible and principled way via copulas and Bernoulli margins and to incorporate…

Applications · Statistics 2025-07-28 Marius Hofert , James Jackson , Niels Hagenbuch

A complete characterization of the asymptotic singularity probability of random circulant Bernoulli matrices is given for all values of the probability parameter.

Combinatorics · Mathematics 2024-11-27 Niklas Miller

The standard textbook method for estimating the probability of a biased coin from finite tosses implicitly assumes the sample sizes are large and gives incorrect results for small samples. We describe the exact solution, which is correct…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-05-11 Norman D. Megill , Mladen Pavicic

We study the statistical properties of random numbers under the Martin-L\"of definition of randomness, proving that random numbers obey analogues of Strong Law of Large Numbers, the Law of the Iterated Logarithm, and that they are normal.…

Logic · Mathematics 2014-10-14 Matthew Pancia

We study algorithmic randomness properties for probability measures on Cantor space. We say that a measure $\mu$ on the space of infinite bit sequences is ML absolutely continuous if the non-ML-random bit sequences form a null set with…

Logic · Mathematics 2020-10-19 Andre Nies , Frank Stephan

A distinctive problem of harmonic analysis on $\R$ with respect to a Borel probability measure $\mu$ is identifying all $t\in\R$ such that both \[\left\{e^{-2\pi i\lambda x}: \lambda\in\Lambda\right\}\quad\text{and}\quad \left\{e^{-2\pi…

Classical Analysis and ODEs · Mathematics 2025-06-03 Zi-Chao Chi , Xing-Gang He , Zhi-Yi Wu