Suppose that (Xn)‰ are iid N(0,1) random variables, and let Sn Ej1Xj. Evaluate for all n € N, = E[ein | S2n]. Your answer should be expressed in terms of elementary functions and Sn.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter4: Polynomial And Rational Functions
Section: Chapter Questions
Problem 5T
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Suppose that (Xn) are iid N(0, 1) random variables, and let Sn
1 X₁. Evaluate for all n € N,
E[eis Sn | S2n].
Your answer should be expressed in terms of elementary functions and
Sn.
=
Transcribed Image Text:Suppose that (Xn) are iid N(0, 1) random variables, and let Sn 1 X₁. Evaluate for all n € N, E[eis Sn | S2n]. Your answer should be expressed in terms of elementary functions and Sn. =
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