Wald's equation Theorem (Wald s Equation). Let X1, X2, ... , Xn, ... be i.i.d. with a stopping time N. If EN < , then.
{"Image DocumentName": "Wald\u2019s equationTheorem (Wald s Equation). Let X1, X2, ... , Xn, ... be i.i.d. with a stopping time N. If EN < \uf0a5, then.", "Image ImageDescription": "Proof. Define the r.v. // Characteristic r.v. of the event {N \uf0b3 n} Observe two things: The stopping time means the indep. between Yn and Xn. XnYn = Xn when N \u2265 n. = 0 otherwise. Hence we can remove the randomness in the upper bound of the summation by. Abraham Wald.", "Image XResolution": "37", "Image YResolution": "37", "Image ResolutionUnit": "Pixels/Centimeter", "Image Software": "SlidePlayer", "Image YCbCrPositioning": "Centered"}