Question: (0,1) random variables. Let Sn Let X1, X2,... be a sequence of independent uniform = X1 + ... + Xn be the partial sums.

(0,1) random variables. Let Sn Let X1, X2,... be a sequence of

 

(0,1) random variables. Let Sn Let X1, X2,... be a sequence of independent uniform = X1 + ... + Xn be the partial sums. We consider T = min{n 1: Sn > 1} the first time at which the partial sum exceeds 1. (a) What is ET ? (b) What is EST?

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