Solve coin probability and Bayesian inference problems

Quick Overview

This question evaluates probabilistic reasoning, stochastic-process intuition (pattern waiting times and runs), expected-value calculations, and Bayesian parameter estimation competency.

Solve coin probability and Bayesian inference problems

Company: Five Rings

Role: Data Scientist

Category: Statistics & Math

Difficulty: hard

Interview Round: Take-home Project

Answer the following coin-related statistics questions: 1) You repeatedly toss a fair coin. What is the probability that the pattern HHH appears before the pattern THH? 2) You toss a fair coin 15 times. What is the expected length of the longest consecutive run of heads? 3) Let θ be the probability of heads for a coin with prior density p(θ) ∝ θ^3 for θ ∈ [0, 1]. After observing 4 tosses, all of which are heads, what is the posterior distribution of θ?

Quick Answer: This question evaluates probabilistic reasoning, stochastic-process intuition (pattern waiting times and runs), expected-value calculations, and Bayesian parameter estimation competency.

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Five Rings
Sep 6, 2025, 12:00 AM
hardData ScientistTake-home ProjectStatistics & Math
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Coin-Flip Statistics: Pattern Racing, Runs, and Bayesian Updating

You are given three independent questions about fair coin tossing and Bayesian updating. Assume all flips are independent.

Tasks

  1. Repeatedly toss a fair coin until either pattern HHH or pattern THH appears. What is the probability that HHH appears before THH?
  2. Toss a fair coin 15 times. What is the expected length of the longest consecutive run of heads?
  3. Let θ be the (unknown) probability of heads for a coin with prior density p(θ) ∝ θ^3 on [0, 1]. After observing 4 tosses, all of which are heads, what is the posterior distribution of θ?
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