=+. Let D ,, be 1 or 0 according as X2 ,- 1 # X2 ,, or
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=+. Let D ,, be 1 or 0 according as X2 ,- 1 # X2 ,, or not, and let M, be the time of the kth 1-the smallest n such that Ej _, D, = k. Let Z, = X2M. In other words, look at successive nonoverlapping pairs (X2n - 1, X2,), discard accordant
(X2m-1 =X2) pairs, and keep the second element of discordant (X2m-1 *X2)
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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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