Let 1 , ..., n be i.i.d. r.v.s with a continuous distribution. Explain why the

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Let ξ1, ..., ξn be i.i.d. r.v.’s with a continuous distribution. Explain why the r.v.image

is well defined; that is, we should not worry about the case where the denominator is zero. Find E{X1} and E{X1| ξ1 +...+ξn}, as well as the similar expectations of the other r.v.’simage

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