Let a) Is J a stopping rule? Why or why not? b) What are the possible values of S J ? c) Find an expression for E [S J ] in terms of p, a, and b, where p = Pr{S J a}. d) Find an expression for E [S J...

a) Is J a stopping rule? Why or why not?

b) What are the possible values of S_J?

c) Find an expression for E [S_J] in terms of p, a, and b, where p = Pr{S_J
a}.

d) Find an expression for E [S_J] from Wald’s equality. Use this to solve for p.