Recent content by agarwalv

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    Graduate Expected value of random sums with dependent variables

    Thank you techmologist...
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    Graduate Expected value of random sums with dependent variables

    Hi techmologist Thanks for the reply. In my case, I,m considering N is the stopping time and each X_i's act as a renewal process, i.e, each X_i is replaced by another X_j having a common distribution function F. So I was thinking more on the lines of renewal process and stopping time. I...
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    Graduate Expected value of random sums with dependent variables

    Hi all, I have a question of computing the expectation of random sums. E(sim_{k=1}^N X_k) = E(N)E(X) if N and X_1, X_2,...are independent and X_k's are iid. Here both N and X_k's are r.vs. But the condition of N and X_1, X_2,...being independent is not true in many cases. How will...