Six heads from a random biased coin
A bag holds biased coins whose heads-probability follows the density on . You draw one coin at random and toss it times. What is the probability that all tosses are heads?
Show hints (2)+
- Condition on the coin's bias : six heads has probability for that coin.
- Average over the bias: . Don't just use the mean bias.
Answer
Reveal answer →Final answer
0.25
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Asked at: Jane Street, SIG