Question #56158

Let Z1,Z2,….Zn be independent and identically distributedrandom variable, satisfying E[ι Zt ι]<∞. Let N be an integer valued random variable whose value n depends only on the values of the first n Z¡&#039;s. Suppose E(N)< ∞, then E(Z1,Z2,….Zn)=E(N)E(Z) is called ?


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Answer: Let Z1,Z2,….Zn be independent and identically distributedrandom variable, satisfying E[ι Zt ι]&lt;∞. Let N be an integer valued random variable whose value n depends only on the values of the first n Z¡&#039;s. Suppose E(N)&lt; ∞, then E(Z1,Z2,&#8230;.Zn)=E(N)E(Z) is called Independence Equation.

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