=+35.2. Let Y1, Y2 ,... be independent random variables with mean 0 and variance o2. Let X

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=+35.2. Let Y1, Y2 ,... be independent random variables with mean 0 and variance o2.

Let X ,, = (E" _, Y1)2 - no2 and show that {X,) is a martingale.

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

ISBN: 9788126517718

3rd Edition

Authors: Patrick Billingsley

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=+35.2. Let Y1, Y2 ,... be independent random variables with mean 0 and variance o2. Let X ,, = (E" _, Y1)2 - no2 and show that {X,) is a martingale.
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=+35.2. Let Y1, Y2 ,... be independent random variables with mean 0 and variance o2. Let X

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

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