Probability

Let N be a geometric r.v. with mean 1/p; let A1,A2,… be a sequence of i.i.d. random variables, all independent of N, with mean 1 and variance 1; let B1,B2,… be another sequence of i.i.d. random variable, all independent of N and of A1,A2,…, also with mean 1 and variance 1. Let A=∑Ni=1Ai and B=∑Ni=1Bi.

Find the following expectations using the law of iterated expectations. Express each answer in terms of p using standard notation.

E[AB]=- unanswered

E[NA]=- unanswered
Let N^=c1A+c2 be the LLMS estimator of N given A. Find c1 and c2 in terms of p.

c1= - unanswered

c2=1 - unanswered
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  1. Can someone please answer?

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  2. yes please someone who loves math¡

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  3. E[AB] and E[NA] are both(2-p)/(p^2).

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  4. Let N^=c1A+c2 be the LLMS estimator of N given A. Find c1 and c2 in terms of p.

    c1= 1-p

    PLEASE, could you help out by giving away the answer for c2 ???

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  5. c2 = 1

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