5963概率简单数值题medium
Wald's Identity from Optional Stopping
题目
Let X_1,X_2,... be i.i.d. with mean 4, and let N be a stopping time (with respect to the X's) with E[N]=10. Using the martingale M_n = sum_{i<=n} X_i - 4n and optional stopping, find E[X_1+...+X_N].
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案