Task: Penney's game
C++: #include <time.h>
#include <iostream>
#include <string>

using namespace std;

class penney
{
public:
    penney()
    { pW = cW = 0;  }
    void gameLoop()
    {
	string a;
	while( true )
	{
	    playerChoice = computerChoice = "";
	    if( rand() % 2 ) 
	    { computer(); player(); }
	    else
	    { player(); computer(); }

	    play();

	    cout << "[Y] to play again "; cin >> a;
	    if( a[0] != 'Y' && a[0] != 'y' ) 
	    {
		cout << "Computer won " << cW << " times." << endl << "Player won " << pW << " times.";
		break;
	    }
	    cout << endl << endl;
        }
    }
private:
    void computer()
    {
        if( playerChoice.length() == 0 )
	{
	    for( int x = 0; x < 3; x++ )
		computerChoice.append( ( rand() % 2 ) ? "H" : "T", 1 );	
	}
	else
	{
	    computerChoice.append( playerChoice[1] == 'T' ? "H" : "T", 1 );
	    computerChoice += playerChoice.substr( 0, 2 );
	}
	cout << "Computer's sequence of three is: " << computerChoice << endl;
    }
    void player()
    {
	cout << "Enter your sequence of three (H/T) "; cin >> playerChoice;
    }
    void play()
    {
	sequence = "";
	while( true )
	{
	    sequence.append( ( rand() % 2 ) ? "H" : "T", 1 );
	    if( sequence.find( playerChoice ) != sequence.npos )
	    {
		showWinner( 1 );
		break;
	    }
	    else if( sequence.find( computerChoice ) != sequence.npos )
	    {
		showWinner( 0 );
		break;
	    }
	}
    }
    void showWinner( int i )
    {
	string s;
	if( i ) { s = "Player wins!"; pW++; }
	else { s = "Computer wins!"; cW++; }
	cout << "Tossed sequence: " << sequence << endl << s << endl << endl;
    }
    string playerChoice, computerChoice, sequence;
    int pW, cW;
};
int main( int argc, char* argv[] )
{
    srand( static_cast<unsigned>( time( NULL ) ) );
    penney game; game.gameLoop();
    return 0;
}

Java: import java.util.*;

public class PenneysGame {

    public static void main(String[] args) {
        Random rand = new Random();

        String compChoice = "", playerChoice;
        if (rand.nextBoolean()) {

            for (int i = 0; i < 3; i++)
                compChoice += "HT".charAt(rand.nextInt(2));
            System.out.printf("Computer chooses %s%n", compChoice);

            playerChoice = prompt(compChoice);

        } else {

            playerChoice = prompt(compChoice);

            compChoice = "T";
            if (playerChoice.charAt(1) == 'T')
                compChoice = "H";
            compChoice += playerChoice.substring(0, 2);
            System.out.printf("Computer chooses %s%n", compChoice);
        }

        String tossed = "";
        while (true) {
            tossed += "HT".charAt(rand.nextInt(2));
            System.out.printf("Tossed %s%n" , tossed);
            if (tossed.endsWith(playerChoice)) {
                System.out.println("You win!");
                break;
            }
            if (tossed.endsWith(compChoice)) {
                System.out.println("Computer wins!");
                break;
            }
        }
    }

    private static String prompt(String otherChoice) {
        Scanner sc = new Scanner(System.in);
        String s;
        do {
            System.out.print("Choose a sequence: ");
            s = sc.nextLine().trim().toUpperCase();
        } while (!s.matches("[HT]{3}") || s.equals(otherChoice));
        return s;
    }
}