Compounding binomial with arbitrary ([0,1]) valued random variable.
Let $Z$ be a random variable which takes values in the interval [0,1] with continuous density function $f_Z$. Now we have a coin with probability for heads equal to $Z$. Let $X_n$ be the number of heads when flipping the coin $n$ times. Now consider the function $$f_n(x)=\begin{cases} 0, & x <0 \\ 0, & x\ge 1 \\ (n+1)\operatorname{P}(X_n=d),& x\in \Big[\frac{d}{n+1}, \frac{d+1}{n+1}\Big)\ \text{for some }d\...