most recent 30 from http://mathoverflow.net 2013-05-21T23:28:35Z http://mathoverflow.net/feeds/user/14857 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/63793/analytical-expression-for-variance-of-nested-binomials studentX 2011-05-03T11:06:22Z 2011-08-23T18:22:12Z

<p>Hi all,</p> <p>I want to compute the variance of a variable that is defined at each step as a recursion of binomials in the following way:</p> <p>A=1</p> <p>B=Bin(1,A)*Bin(1,p)</p> <p>C=Bin(1,B)*Bin(1,p)</p> <p>D=Bin(1,C)*Bin(1,p), etc...</p> <p>Generalized form:</p> <p>X(T+1)=Bin(1,X(T))*Bin(1,p);</p> <p>Question: variance(X(T))=?</p> <p>maybe it is too easy, but I would really appreciate some help...</p> <p>Thanks in advance</p>