Question: Let t1; t2; : : : be independent exponential() random variables and let N be an independent random variable with P.N D n/ D .1p/n1.What

Let t1; t2; : : : be independent exponential() random variables and let N be an independent random variable with P.N D n/ D .1p/n1.What is the distribution of the random sum T D t1 C CtN ?

Thinning and Conditioning

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