The Hair Shading shader lets you set the transparency level of the tips and roots of hair strands, as well as where their levels meet and blend.
For a more realistic hair look (especially for white or light-colored hair), use lots of hair strands with a fairly high transparency value.
Higher transparency also decreases shadowing because it allows light to pass through the hair volume. Having a very low transparency value for the roots can make the hairs opaque and look like hair plugs.
To save time while previewing, deactivate the transparency in the Hair Shading shader.
To set the hair strands' transparency
Open the Hair Shading property editor and click the Transparency tab.
For more information on each parameter, see Transparency [Shader Reference].
All of the parameters on this page are mappable, meaning that you can connect texture maps to them to create specific effects.
For an example of mapping, see Creating a Surface for Texturing Curve-Based Hair.