Suppose Xn is a mathbf Fn-martingale and E[Xn^2]<infty for all n. Which of the following is not always true?

(D) E[Xn^2] is constant for all n

Q139Section III (Statistics)139 of 190

A square-integrable martingale's second moment is non-decreasing, not constant

Suppose $\{X_n\}$ is a $\mathbf F_n$ -martingale and $E\bigl[X_n^2\bigr]<\infty$ for all $n$ . Which of the following is not always true?

Pick an option to check your answer.

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