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Six heads from a coin with a random bias

Question

A coin is chosen at random from a large collection whose head-probabilities follow the density f(t)=2tf(t)=2t for 0<t<10<t<1. You toss the chosen coin six times. What is the probability that all six tosses land heads?

Short answer

1/41/4. Given bias tt, six heads has probability t6t^6. Averaging over the density, ∫012t⋅t6 dt=28=14\int_0^1 2t\cdot t^6\,dt=\tfrac{2}{8}=\tfrac14.

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