2.13 Let X1; X2; ... be independent and identically distributed Bernoulli random variables with values 6 1

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2.13 Let X1; X2; ... be independent and identically distributed Bernoulli random variables with values 6 1 that have equal probability of 1=2. Show that the partial sums Sn 5 Xn k51 Xk k n 5 1; 2; ... form a martingale with respect to fXng.

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