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Checking whether a coin is fair
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Checking whether a coin is fair : ウィキペディア英語版
Checking whether a coin is fair

In statistics, the question of checking whether a coin is fair is one whose importance lies, firstly, in providing a simple problem on which to illustrate basic ideas of statistical inference and, secondly, in providing a simple problem that can be used to compare various competing methods of statistical inference, including decision theory. The practical problem of checking whether a coin is fair might be considered as easily solved by performing a sufficiently large number of trials, but statistics and probability theory can provide guidance on two types of question; specifically those of how many trials to undertake and of the accuracy an estimate of the probability of turning up heads, derived from a given sample of trials.
A fair coin is an idealized randomizing device with two states (usually named "heads" and "tails") which are equally likely to occur. It is based on the coin flip used widely in sports and other situations where it is required to give two parties the same chance of winning. Either a specially designed chip or more usually a simple currency coin is used, although the latter might be slightly "unfair" due to an asymmetrical weight distribution, which might cause one state to occur more frequently than the other, giving one party an unfair advantage.〔However, if the coin is caught rather than allowed to bounce or spin, it is difficult to bias a coin flip's outcome. See 〕 So it might be necessary to test experimentally whether the coin is in fact "fair" – that is, whether the probability of the coin falling on either side when it is tossed is approximately 50%. It is of course impossible to rule out arbitrarily small deviations from fairness such as might be expected to affect only one flip in a lifetime of flipping; also it is always possible for an unfair (or "biased") coin to happen to turn up exactly 10 heads in 20 flips. As such, any fairness test must only establish a certain degree of confidence in a certain degree of fairness (a certain maximum bias). In more rigorous terminology, the problem is of determining the parameters of a Bernoulli process, given only a limited sample of Bernoulli trials.
== Preamble ==
This article describes experimental procedures for determining whether a coin is fair or not fair. There are many statistical methods for analyzing such an experimental procedure. This article illustrates two of them.
Both methods prescribe an experiment (or trial) in which the coin is tossed many times and the result of each toss is recorded. The results can then be analysed statistically to decide whether the coin is "fair" or "probably not fair".
* Posterior probability density function, or PDF (Bayesian approach). The true probability of obtaining a particular side when a fair coin is tossed is unknown, but the uncertainty is initially represented by the "prior distribution". The theory of Bayesian inference is used to derive the posterior distribution by combining the prior distribution and the likelihood function which represents the information obtained from the experiment. The probability that this particular coin is a "fair coin" can then be obtained by integrating the PDF of the posterior distribution over the relevant interval that represents all the probabilities that can be counted as "fair" in a practical sense.
* Estimator of true probability (Frequentist approach). This method assumes that the experimenter can decide to toss the coin any number of times. He first decides on the level of confidence required and the tolerable margin of error. These parameters determine the minimum number of tosses that must be performed to complete the experiment.
An important difference between these two approaches is that the first approach gives some weight to one's prior experience of tossing coins, while the second does not. The question of how much weight to give to prior experience, depending on the quality (credibility) of that experience, is discussed under credibility theory.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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