a) Use Equation XXXXXXXXXXto find E [S i | N(t)=n]. b) Find the second moment and the variance of Si conditional on N(t)=n. c) Assume that n is odd, and consider i = (n + 1)/2. What is the...




a) Use Equation (2.42) to find E [Si| N(t)=n].

b) Find the second moment and the variance of Si conditional on N(t)=n.


c) Assume that n is odd, and consider i = (n + 1)/2. What is the relationship between Si, conditional on N(t)=n, and the sample median of n IID uniform random variables.


d) Give a weak law of large numbers for the above median.




May 08, 2022
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