626概率简单derivationshort
Weighted Centered Sum 1
题目
Let X_1, X_2, ... be iid Bernoulli(2/5) random variables, and let F_n = sigma(X_1,...,X_n). Define M_n = sum_(k=1)^n k*(X_k-2/5). Is (M_n) a martingale with respect to (F_n)?
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