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Heads needed to trust the two-headed coin

Question

A bag holds 20 coins: 19 are fair and one has heads on both sides. You draw one coin at random and toss it repeatedly. What is the smallest number nn such that, after seeing nn heads in a row, your posterior probability that you hold the two-headed coin is at least 95%95\%?

Short answer

9. By Bayes, after nn straight heads the posterior is 11+19/2n\dfrac{1}{1+19/2^n}. Requiring this to be at least 19/2019/20 means 2n≥192=3612^n\ge 19^2=361, and the smallest such nn is 9.

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