=+ (c) Let T ,, be the maximum k such that k n and S, = 0.
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(c) Let T ,, be the maximum k such that k ≤n and S, = 0. Show that T /n has asymptotically the distribution with density Tr-1((1 -t))-1/2 over (0,1). As
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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