Let {Sn. n ≥ 0} be a simple random walk with So= 0 and S₂ = X₁ + ... + X₁, for n ≥ 1, where ,i = 1,2,... are independent random variables with P(X; = 1) = p, P(X; = -1) = q = 1-p for 21. Assume p‡q. Put Fo= {2,0}, Fn = 0(X₁, X2, ..., Xn), n ≥ 1. Let b, a be two fixed positive egers. Define T = min{n: Sn = -a or Sn=b}.

Part II: Sections 2.1 2.7 7. Suppose that X is a discrete random variable with pmf f(x) =D c.14-피 . 뉴- 21 for r=-3, 3, 6, where c is a constant. (a) Find c. Compute E ( ~LX +) (b) 3.

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