- 2 Suppose That Xn N 1 Are I I D Random Variables With P X 1 1 2 P X 0 1 8 P X 1 1 4 P X 2 1 1 (59.79 KiB) Viewed 20 times
2. Suppose that Xn, n >1 are i.i.d. random variables with P(X = -1) = 1/2, P(X = 0) = 1/8, P(X = 1) = 1/4, P(X = 2) = 1/
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2. Suppose that Xn, n >1 are i.i.d. random variables with P(X = -1) = 1/2, P(X = 0) = 1/8, P(X = 1) = 1/4, P(X = 2) = 1/
2. Suppose that Xn, n >1 are i.i.d. random variables with P(X = -1) = 1/2, P(X = 0) = 1/8, P(X = 1) = 1/4, P(X = 2) = 1/8. = Let Sn = 2-1 Xi with So = 0. Let T be defined as i= T = min{n: Sn > 10 or Sn < -5}. (a) What are the possible values of ST? (There are more than two choices!) (b) Show that 10 < P(ST = -5) = 11 16 15