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Variance of the time of gambler’s ruin. Let X 1 , X 2 ……. be independent with (b) Why must the…


Variance of the time of gambler’s ruin. Let X1, X2……. be independent with

Variance of the time of gambler’s ruin. Let X 1 , X 2 ……. be independent with (b) Why must the...

(b) Why must the answer in (a) be of the form cx?