Why does an endlessly tossed biased coin eventually produce a head with probability one?
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 of landing on heads in a single trial, the probability of failing to get a head in independent tosses is . As the number of tosses approaches infinity, the probability of never observing a head is:
Because the probability of the complement event (never getting a head) is zero, the probability of the event occurring at least once is . 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 is greater than zero, the probability of failing indefinitely is zero, ensuring that a head will eventually appear with probability one.1