A coin factory produces coins with a probability of getting “tails” X that has a continuous distribution with expectation $0.5$ and standard deviation $0.01$. A person chooses a random coin that is produced in the factory. Suppose that event A is dependent on the value of continuous random variable X . In this case the total probability formula to calculate the probability of event A is $ \int_{-∞}^{∞} P(A|X=x) f_x(x) \,dx $
We define the event: A - “tails” was obtained in a single toss of the coin,
Why $P(A|X=x) = x$ ? It does not make sense because X represents the chance to get "tails" in each coin, so $P(A|X=x)$ represents the chance to get tails in a single toss we have given that $X=x$ , but $X=x$ should represent a value of distribution function (which is unknown because we cannot identify how X distribute), isn't ?