# Question

In this exercise, a proof of equation (7.73) is constructed. Write the random sum as

Where is a Bernoulli random variable in which Yi = 1 if N ≥ i and Yi = 0 if .

(a) Prove that Yi and are Zi independent and hence

(b) Prove that the equation of part (a) simplifies to

Where is a Bernoulli random variable in which Yi = 1 if N ≥ i and Yi = 0 if .

(a) Prove that Yi and are Zi independent and hence

(b) Prove that the equation of part (a) simplifies to

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