Six heads from a random biased coin

A bag holds biased coins whose heads-probability pp follows the density f(p)=2pf(p) = 2p on (0,1)(0,1). You draw one coin at random and toss it 66 times. What is the probability that all 66 tosses are heads?

Show hints (2)+
  1. Condition on the coin's bias pp: six heads has probability p6p^6 for that coin.
  2. Average over the bias: ∫01p6 (2p) dp\int_0^1 p^6\,(2p)\,dp. Don't just use the mean bias.

Answer

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0.25

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