A random variable X is generated as follows. We flip a coin. With probability p , the result is Heads, and then X is generated according to a PDF f X|H which is uniform on [0,1] . With probability 1−p the result is Tails, and then X is generated according to a PDF f X|T of the form f X|T (x)=2x, if x∈[0,1]. (The PDF is zero everywhere else.)
1. What is the (unconditional) PDF f X (x) of X ? For 0≤x≤1 : f X (x)=
2. Calculate E[X] .