[dustyleary]

Let's consider that it might be a fair coin, or it might be a double-headed coin.

Let's also say that every time you flip the coin and it comes up tails, you win $5. And every time you flip the coin and it comes up heads, you lose $1.

Clearly, this would be a great game to have the opportunity to play, if the coin is fair. Every time you flip you either win $5 or lose $1, so your profit, on average, is $4 per flip.

You've flipped it 10 times so far, and it's come up heads every time, and you've lost $10.

After you're $10, $100, $1000, or $10e100 in the red, without ever seeing a win, when do you change your mind about playing this game?