Win_odd Dhamnekar
Junior Member
- Joined
- Aug 14, 2018
- Messages
- 207
How to answer this question\(\displaystyle \Rightarrow\)Are these sequences Martingales?
\(P(Y_i=1)=P(Y_i=-1)=\frac12\) is correct.In your first line you wrote:
P = (Yi = 1) = ..... Is that correct?
In your own words, what is a Martingale sequence?
What property you would need show to claim a sequence to be Martingale?