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Suppose that you repeatedly flip a coin (coin A) with Pr [Head]=p. If coin A comes up tails, you win no money on this flip
Suppose that you repeatedly flip a coin (coin A) with Pr [Head]=p. If coin A comes up tails, you win no money on this flip of coin A. If coin A comes up heads, you then repeatedly flip another coin (coin B) until it also comes up heads. Coin B has PrHead]=q. If coin B first comes up heads at flip k, you win k dollars. Lei I'm be your total assets after n flips of coin A. 2) Determine the expected value of Yn. (3 Points) b) Determine the correlation function Ry [n, m]. (4 Points) c Is Yn a wide-sense stationary process ? Is I'm a Markov process ? Explain. (3 Points)
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