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    $\begingroup$ To be clear, when you say p<1/2, do you mean a fixed probability or is it a random probability on each play? $\endgroup$ Commented Jun 17, 2014 at 21:48
  • $\begingroup$ Problem was from "50 Challenging Problems in Probability", by Mosteller. $\endgroup$ Commented Nov 5, 2020 at 22:23