Question: Assume that iid exponential random variables {Xin= with mean - are independent of a geometric random variable N with pmf pN (k) = (1 -

Assume that iid exponential random variables {Xin= with mean - are

Assume that iid exponential random variables {Xin= with mean - are independent of a geometric random variable N with pmf pN (k) = (1 - a) -la for k E {1,2, ...}. Obtain the distribution of the random sum SN = E X;. (Hint: use MGF)

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