13. Prove the following identities: (a) As in (10.65): s2 EX2 EX2. (b) As in...
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13. Prove the following identities:
(a) As in (10.65): s2 ¼ E½X2 E½X2.
(b) As in (10.66):
i. mn ¼
Pn j¼0ð1Þnj n j
m0jmnj (Hint: Use the binomial theorem.)
ii. m0n
¼
Pn j¼0 n
j
mjmnj (Hint: X ¼ ½X m þ m.)
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Related Book For
Introduction To Quantitative Finance A Math Tool Kit
ISBN: 978-0262013697
1st Edition
Authors: Robert R. Reitano
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