Question: Let N = min{n|Sn 5 B or 3.; 2 A}, where A is a positive integer, B is a negative integer, and S = X1+Xg+...+X,..

Let N = min{n|Sn 5 B or 3.; 2 A}, where A is a positive integer, B is a negative integer, and S" = X1+Xg+...+X,.. Assume that {X5122 1} is asst ofzero mean i.i.d. random variables that can take only the set of values {1,0, +1}, each with positive probability. (a) Is N a stopping rule? Justify your answer. (b) Find an expression for E[SN] in terms of p, A, and B, where p = 1P(SN 2 A). (c) Find an expression for E[SN] from Walds identity. Use this to solve for p

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