Quant Job Interview Questions (2009) [pdf](math.kent.edu)

    def tournament(a, b, n=1000):
        return sum(a() > b() for _ in xrange(n)) / n

    def redraw_below(c):
        x = random.random()
        if x < c:
            x = random.random()
        return x

    In [23]: tournament(lambda: redraw_below(0.5), lambda: redraw_below(0.6), n=10000000)
    Out[23]: 0.4948004

    In [24]: tournament(lambda: redraw_below(0.5), lambda: redraw_below(0.6), n=10000000)
    Out[24]: 0.4948039

    In [25]: tournament(lambda: redraw_below(0.5), lambda: redraw_below(0.6), n=10000000)
    Out[25]: 0.4948802

  #include <stdio.h>
  #include <stdlib.h>

  int main(int argc, char *argv[]) {
    for (double d = 0.25; d < .75; d += 0.01) {
      double e = 0;
      for (int j = 0; j < 100000; j++) {
        float r = ((float) random()) / ((float) RAND_MAX);
        if (r < d)
          r = ((float) random()) / ((float) RAND_MAX);
        e += r;
      }
      printf("d %lf e %lf\n", d, e / 100000);
    }
  }