If you toss 100 fair coins at once, how many do you expect to be heads? How much variation would you expect? This program implements a Monte Carlo simulation of the statistical properties of the outcome of tosses of many coins. The probability that an individual coin is heads is p.
For each coin we generate a random number r uniformly in the interval [0, 1]. A coin is heads if r ≤ p. We simulate the toss of many coins and plot a histogram of the number of heads found for N tosses and compute the average number of heads and the standard deviation.
Updated 28 December 2009.