I came across this question of finding expected value of p given Head showed up in last toss of coin. Here p is probability of a biased coin showing H and p is given as uniformly distributed.

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    $\begingroup$ $\displaystyle \dfrac{\displaystyle\int_0^1 p^2 \, dp }{\displaystyle \int_0^1 p \, dp}$ ? $\endgroup$ – Henry Oct 1 '15 at 10:01
  • $\begingroup$ Are you referring to the recent result by Miller and Sanjuro? That concerned the expected probability under the given condition. A good summary can be found, e.g., here: economics.stackexchange.com/questions/6489/… $\endgroup$ – lulu Oct 1 '15 at 11:32

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