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 =

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

| 5, -Σ1-Σ1Ζ. ΣΙΖ, i = 1 i = 1

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

In this exercise, a proof of equation (7.73) is constructed.

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

In this exercise, a proof of equation (7.73) is constructed.

| 5, -1-1. , i = 1 i = 1

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