On Thu, 16 Jan 2003 00:05:48 GMT, Andrew Morse
<[EMAIL PROTECTED]> wrote:

>  Show that E[X_{n+1}] = A*E[X_n] + B, (where E[] denotes
>  the expected value.)
>
>Can anyone offer any advicee on how to start this
>problem?

Use the formula for the expectation of a conditional expectation, i.e.
E(E(Y|X)).

Duncan Murdoch
.
.
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