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.

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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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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