Why does an endlessly tossed biased coin eventually produce a head with probability one?

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In the context of probability theory, the assertion that an endlessly tossed biased coin will eventually produce a head with probability one is a consequence of the properties of independent events and infinite series.

If a coin has a probability p>0 of landing on heads in a single trial, the probability of failing to get a head in n independent tosses is (1−p)n. As the number of tosses n approaches infinity, the probability of never observing a head is:

limn→∞(1−p)n=0

Because the probability of the complement event (never getting a head) is zero, the probability of the event occurring at least once is 1−0=1. This result is consistent with the geometric distribution, which models the number of trials required to achieve the first success in a sequence of independent Bernoulli trials. As long as the probability of success p is greater than zero, the probability of failing indefinitely is zero, ensuring that a head will eventually appear with probability one.1