Glossary / Binomial distribution
The coin is fair, so half heads is what everyone expects. And exactly 50 really does come up more often than any other number: more often than 49, 51 or 60. But does "most likely" mean it usually happens? Guess first, then toss a few thousand coins.
“In plain words” is hidden on all puzzles.
Someone tosses a coin 100 times and counts the heads. Then another 100 times, and again. In what share of these series will there be exactly 50 heads?
Pick an answer and the coins will fly.
Each bar is how many series gave exactly that many heads. Shown from 30 to 70: about one series in 31,000 falls outside these limits.
Picture 101 baskets, from "0 heads" to "100 heads", and series landing in them. The "50" basket gets the most, but not by much: 49 and 51 come up almost as often (7.8% each against 8.0%), 48 and 52 a little less, and so on. All these neighbours together take the rest. The most likely result is only slightly better than a dozen close rivals, so on its own it is rare.
That is the plain-words explanation, with no formulas. The exact numbers and where exactly 8% comes from are below, in the strict layer.
The more coins, the harder it is to hit exactly half: there are more possible results, and each one becomes rarer. But landing "roughly at half", between 40% and 60% heads, gets easier and easier. Move the number-of-coins slider.
Exact probabilities, not a simulation. Horizontally, the share of heads; the grey band is 40% to 60%. Each chart is scaled to its own peak.
Both facts are true at once, and there is no contradiction. The share of heads presses ever closer to half: that is the law of large numbers. But the number of heads spreads ever wider, by about √n either way, so hitting one particular number gets harder.
“Rigorous” is hidden on all puzzles.
Take n identical tries. Each succeeds with the same chance p, and the tries do not affect one another. Count how many succeed. The binomial distribution says how likely each possible number of successes is, from 0 to n. A coin, a die, a visitor who buys or doesn't, a part that is sound or faulty — it is all the same.
It is easiest to see with four coins. There are 2 · 2 · 2 · 2 = 16 different sequences of heads (H) and tails (T), all equally likely. Group them by the number of heads:
TTTTHTTT …HHTT …HHHT …HHHHThe numbers 1, 4, 6, 4, 1 are a row of Pascal's triangle: the number of ways to choose which coins land heads. The middle wins because the most paths lead there. Yet even here "exactly half" happens in only 6 cases out of 16, that is 37.5%.
P(k) = C(n, k) · pk · (1 − p)n − k
C(n, k) is the number of ways to choose which k of the n tries succeed, and pk(1 − p)n − k is the probability of each such way. The average number of successes is np, the standard deviation √(np(1 − p)). For 100 coins: mean 50, standard deviation 5, and P(50) = C(100, 50) / 2100 ≈ 0.0796.
In 1693 the English official and famous diarist Samuel Pepys wrote to Isaac Newton with a question about dice. Which bet has the best chance?
Pick a bet and the dice will roll.
Pepys was betting on the third: more dice, more chances. Newton replied that the first is best and gave exact numbers. The bets look equal: in all three, on average exactly as many sixes come up as needed (6/6 = 1, 12/6 = 2, 18/6 = 3). But this is the same effect as with the coins: "exactly the average" gets rarer with more dice, and the chance of "at least the average" slides down towards one half. For 600 dice and at least 100 sixes it is already about 51.7%.
“Deeper” is hidden on all puzzles.
P(exactly n/2 heads) = C(n, n/2) / 2n ≈ √(2 / (πn)) ≈ 0,8 / √n
The approximation comes from Stirling's formula for factorials. The meaning is simple: the number of heads spreads by √n / 2, so all the probability is smeared over about √n neighbouring numbers, and each gets a share of order 1/√n. To halve the chance of exactly half you need four times as many coins.
| Coins n | Exact | √(2 / (πn)) |
|---|---|---|
| 10 | 24,61% | 25,23% |
| 100 | 7,959% | 7,979% |
| 1 000 | 2,523% | 2,523% |
| 10 000 | 0,7979% | 0,7979% |
Toss some series of coins above, and your result for 100 tosses will appear here.
In 1733 Abraham de Moivre was looking for a quick way to add up binomial probabilities for large n, since multiplying giant factorials by hand is impossible. He noticed that the bars of a binomial distribution with mean np and standard deviation √(np(1 − p)) lie on one and the same smooth curve. It was later named the normal distribution. That is why for large n all the slider charts above look like the same bell, only narrower.
n → ∞, p → 0, np = λ: C(n, k) pk (1 − p)n − k → e−λ λk / k!
When there are very many tries and each has a tiny chance, only the average number of successes λ matters. A thousand tries with chance 1/1000: no success with probability 0.9991000 ≈ 0.3677, and Poisson's formula gives e−1 ≈ 0.3679. Exactly one success: 0.3681 against 0.3679. Siméon Denis Poisson derived this limit in 1837 in a book on the probability of court verdicts. Rare events scattered at random in time are counted the same way, as a Poisson process: calls to a help line, accidents, decaying atoms.
Counting how many ways things can be ordered or chosen: permutations n!, combinations C(n, k).
A well-shuffled deck is almost certainly in an order nobody has ever seen.
The chance of an event given that something else is already known.
Almost all NBA players are tall, but almost all tall people are not NBA players.
Events are independent if knowing about one doesn't change the chances of the other.
After five heads in a row tails is no more likely: the coin remembers nothing.
The rule for updating confidence when new evidence arrives: prior odds × strength of the evidence.
Two weak pieces of evidence together can be strong, while one striking piece means little if the claim was unlikely.