Use (17.23) to show that P(N t = n|F t ) is indeed a probability. (17.23) f(Ax,F1-1)
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(17.23)
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f(Ax,F1-1) = >f(Ax;|N, = n, F1-1) · P(N, =n\F1-1) 1 (Ax, – µ, – n®)²' 1 Σ exp 2 n! V27(h, + n8²) h, + nổ? II
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