I think your equation Pr(H|M)=∑iPr(X2(i)|M)⋅p is incorrect [EDIT: actually correct but wouldn’t be for computing probability of tails, see bottom]. I assume you intend p to mean Pr(H|X2(0),M) (which equals Pr(H|X2(1),M) ). So the equation says Pr(H|M)=∑iPr(X2(i)|M)⋅Pr(H|X2(i),M) . But, as you point out, X2(0) and X2(1) are not mutually exclusive. So this equation doesn’t follow from probability theory.
In general if you have events A,B,C where B and C are not mutually exclusive, then it is not necessarily the case that Pr(A)=Pr(B)⋅Pr(A|B)+Pr(C)⋅Pr(A|C) . For example, say that A,B,C are all always true. Then the equation says 1=1⋅1+1⋅1 .
EDIT: the equation is actually true. This is because because X2(0) and X2(1) are mutually exclusive given H. But the equation would be false if H were replaced with T in the equation, since X2(0) and X2(1) are not mutually exclusive given T.
I think your equation Pr(H|M)=∑iPr(X2(i)|M)⋅p is incorrect [EDIT: actually correct but wouldn’t be for computing probability of tails, see bottom]. I assume you intend p to mean Pr(H|X2(0),M) (which equals Pr(H|X2(1),M) ). So the equation says Pr(H|M)=∑iPr(X2(i)|M)⋅Pr(H|X2(i),M) . But, as you point out, X2(0) and X2(1) are not mutually exclusive. So this equation doesn’t follow from probability theory.
In general if you have events A,B,C where B and C are not mutually exclusive, then it is not necessarily the case that Pr(A)=Pr(B)⋅Pr(A|B)+Pr(C)⋅Pr(A|C) . For example, say that A,B,C are all always true. Then the equation says 1=1⋅1+1⋅1 .
EDIT: the equation is actually true. This is because because X2(0) and X2(1) are mutually exclusive given H. But the equation would be false if H were replaced with T in the equation, since X2(0) and X2(1) are not mutually exclusive given T.
You’re right, my argument wasn’t quite right. Thanks for looking into this and fixing it.