6.3. Prove or disprove: for any random variable Y defined on = {H,T} and any probability measure P defined on 2, we have that the stochastic process (Y) = defined by Yn = E(Y) is a martingale. n=0

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6.3. Prove or disprove: for any random variable Y defined on N = {H, T}N and any probability
n=N°
measure P defined on N, we have that the stochastic process
is a martingale.
n=0
defined by Y, = E,(Y)
Transcribed Image Text:6.3. Prove or disprove: for any random variable Y defined on N = {H, T}N and any probability n=N° measure P defined on N, we have that the stochastic process is a martingale. n=0 defined by Y, = E,(Y)
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