Question: X1, X2, . . . Xi, . . . is a sequence of independent random variables with zero means. Yn = ? Xi. Prove or

X1, X2, . . . Xi, . . . is a

X1, X2, . . . Xi, . . . is a sequence of independent random variables with zero means. Yn = ? Xi. Prove or disprove that Yn is a martingale

sequence of independent random variables with zero means. Yn = ? Xi.

6. X1, X2, ... Xi, ... is a sequence of independent random variables with zero means. Yn = _2 Xi. Prove or disprove that Y, is a martingale

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