Your problem is known as the Bernoulli Convolution. Look here for a nice survey. Victor http://www.math.washington.edu/~solomyak/PREPRINTS/mandel2.pdf On Thu, Feb 13, 2014 at 4:50 PM, Charles Greathouse < charles.greathouse@case.edu> wrote:
Surely it's bounded by -1 and 1?
Charles Greathouse Analyst/Programmer Case Western Reserve University
On Thu, Feb 13, 2014 at 4:42 PM, meekerdb <meekerdb@verizon.net> wrote:
It's -inf with probability 1/2 and +inf with probability 1/2.
Brent
On 2/13/2014 11:18 AM, Dan Asimov wrote:
Let e_j, j = 1,2,3,... be independent random variables each taking the values +-1 with probability 1/2.
Let the random variable X be defined as
X := Sum_{n=1...oo} e_j/2^j.
PUZZLE: What is the distribution of X ???
--Dan _______________________________________________ math-fun mailing list math-fun@mailman.xmission.com http://mailman.xmission.com/cgi-bin/mailman/listinfo/math-fun
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