Example 6-21. Let X1, X2, ... , X, be a sequence of mutually independent randomvariables with common distribution. Suppose Xk assumes only positive integral values and E.(Xx) = a exists ; k = 1, 2, ..., n. Let S„ = X1 + X2 +... + X -+ X, .%3Dm(i) Show that ESfor 1 Sm Sn%3D

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Answered: Example 6-21. Let X1, X2, ... , X, be a…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Example 6-21. Let X1, X2, ... , X, be a sequence of mutually independent random variables with common distribution. Suppose Xg assumes only positive integral values and E (Xp) = a exists; k = 1, 2, . ..., n. Let S, = X1 + X2 + + X, . %3D %3D %3D ... m (i) Show that E for 1 Sm Sn