The rejection technique may never halt...(with an infinitesimally
small probability of course)...

In the case of Dave's algorithm:
  if the following random_1_to_5() keeps returning 5.
   U1 = random_1_to_5();
   while( U1 == 5 );

In the case of Ankur's algorithm
   if rand_5() keeps returning 2 or Random_bit() keeps returning 1

I do not have any solutions or hints to go on...but it seems like a
harder problem to find a solution with provably finite running time or
prove that one such solution cannot exist.

- Karthik

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