Question: =+ (c) Let T ,, be the maximum k such that k n and S, = 0. Show that T /n has asymptotically the distribution
=+
(c) Let T ,, be the maximum k such that k ≤n and S, = 0. Show that T /n has asymptotically the distribution with density Tr-1((1 -t))-1/2 over (0,1). As
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
