A loaded die is tossed once; if N is the result of the toss, then $P$($N = i$) = $p_i$ , $i = 1, ..., 6$. If $N = i$, an unbiased coin is tossed independently i times.
What is the probability that at least one head is obtained from the unbiased coin? Given that at least one head is obtained, what is the probability that N will be odd?
I know that a loaded die has probabilities 1/21, 2/21,3/21, 4/21, 5/21, 6/21 of showing 1,2,3,4,5,6. But, I am confused as to what $p_i$ is.
You just compute it. If the die shows $4$, you flip four coins and have $\frac {15}{16}$ chance of getting at least one head. Multiply that by $\frac 4{21}$ and add all the others.