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373概率中等数值题medium

Two-Step Tower in an Additive Bernoulli Markov Chain

题目

Let X1Uniform{0,1}X_1 \sim \operatorname{Uniform}\{0, 1\}. Given X1X_1, let X2=X1+B1X_2 = X_1 + B_1 where B1Bernoulli(1/2)B_1 \sim \operatorname{Bernoulli}(1/2) independent of X1X_1. Given X2X_2, let X3=X2+B2X_3 = X_2 + B_2 where B2Bernoulli(1/2)B_2 \sim \operatorname{Bernoulli}(1/2) independent of everything else.

(a) Using the tower property E[X3X1]=E[E[X3X2]X1]E[X_3 \mid X_1] = E[E[X_3 \mid X_2] \mid X_1], find E[X3X1]E[X_3 \mid X_1] and E[X3]E[X_3].

(b) Using Eve's law, find Var(X3)\operatorname{Var}(X_3).

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