grandes-ecoles 2019 Q22

grandes-ecoles · France · centrale-maths2__mp Uniform Distribution
Let $(U_n)_{n \geqslant 1}$ be a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}$.
Establish, for every non-zero natural number $n$, that $Y_n$ follows a uniform distribution on $D_n$.
Let $(U_n)_{n \geqslant 1}$ be a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}$.

Establish, for every non-zero natural number $n$, that $Y_n$ follows a uniform distribution on $D_n$.