Sunday, April 13, 2008

5.5 Due on 4/13/2008

Difficult
In the proof of Theorem 6, I am not sure why we should assume "the sums are absolutely convergent".  We make that assumption, is it because we want to use the definition 5 in this section?  Also, in the proof, it refers to Theorem 4.3.4, but I couldn't find that theorem.  Is it a typo?

Reflective
Reading this section helps me realize how the conditional expectation is used in solving the probability problems.  Also, the conditional expectation provides us some simplicity in solving the probability problems, which is showed in the solution of example 10.

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