Can someone please help me with this practice problems. I would like to compare it with mine. Since, I’m having a difficult time with it, Please show as much detail.
6. Show that the sums Sn= X1 + …… + Xn of independent random variablesXn with zero meanform a martingale. Assume E([Xk]) < infinity for k=1,2….
This solution shows step-by-step calculations to show that the Sum of Sn has a zero mean and forms a martingale.