Coin Toss Probability: Comparing $P_n$ and $P_{2n}$ for $2n$ and $4n$ Tosses

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SUMMARY

The discussion centers on the comparison of probabilities $P_n$ and $P_{2n}$, where $P_n$ represents the probability of obtaining exactly $n$ heads in $2n$ tosses of a fair coin, and $P_{2n}$ represents the probability of obtaining exactly $2n$ heads in $4n$ tosses. The conclusion drawn is that $P_{2n}$ is greater than $P_n$, which can be demonstrated using the binomial probability formula. The analysis confirms that as the number of tosses increases, the distribution of outcomes becomes more concentrated around the expected value, leading to higher probabilities for larger sample sizes.

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Let $n$ be a positive integer. Let $P_n$ be the probability that in $2n$ tosses of a fair coin exactly $n$ heads occur, and $P_{2n}$ the probability that in $4n$ tosses of a fair coin exactly $2n$ heads occur. Which is larger, $P_n$ or $P_{2n}$?

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Congratulations to lfdahl for his correct solution!:)

Suggested Solution:

Note that $P_n$ is always larger. Thus, it suffices to show that $P_n$ is a decreasing function of $n$, and for this it suffices to show that $P_n>P_{n+1}$ for all $n$.

We have $P_n={2n \choose n}\left(\dfrac{1}{2} \right)^{2n}$ and $P_{n+1}={2n+2 \choose n+1}\left(\dfrac{1}{2} \right)^{2n+2}$.

So,

$\begin{align*}\dfrac{P_n}{P_{n+1}}&=\dfrac{{2n \choose n}}{{2n+2 \choose n+1}}\dfrac{\left(\dfrac{1}{2} \right)^{2n}}{\left(\dfrac{1}{2} \right)^{2n+2}}\\&=\dfrac{(2n)!}{n!n!}\cdot\dfrac{4(n+1)!(n+1)!}{(2n+2)!}\\&=\dfrac{4(n+1)^2}{(2n+1)(2n+2)}\\&=\dfrac{2n+2}{2n+1}\\&>1\end{align*}$

Thus $P_n>P_{n+1}$ for all $n$. It follows that $Pn>P_m$ whenever $m>n$. In particular, $P_n>P_{2n}$.
 

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