Recent content by GLawler

I think there are others on this forum who should now be able to help you understand the problems with your answer given what I already posted. I mainly posted because of the comment as to why it was from a stochastic calculus book. I am happy to have a link to my notes posted, but I cannot...

My first response was to the original post

How would you answer the following question? Let W = E[Z | X]. What are the possible values for W? Give the distribution of W. My answer: Possible values of W= E[Z| X] are W = E[Z | X = 1] = (1 + 1/2 + 1/3 + 1/4 + 1/5 + 1/6)/6 = 0.4083... W = E[Z | X = 2] = (2 + 1 + 2/3 + 1/2 + 2/5 + 1/3)/6 =...

This problem comes from the exercises in my book on Stochastic Calculus. It is in the first section where the definition of a conditional expectation is given. The intention was just to work it out (a tedious exercise) over all the values that Z can take. The purpose of the exercise is to...

You are playing basketball and make your first shot, but miss your second. From then on, the probability that you make your next basket is equal to the proportion of shots you've made so far. What is the probability that you make exactly 50 of your first 100 shots? ----------- This is...