Question: Hi I need help for this. I don't really know how to solve this Decomposition of a Poisson process. (a) Let {X } be a

I need help for this.

I don't really know how to solve this

Decomposition of a Poisson process. (a) Let {X } be a sequence of i.i.d. variables with the exponential distribution (14.99). Let SN = X1+ X2+ ... + XN, where N has the following geometric distribution: P[N = n] = (1-r)"-r, n = 1, 2, 3, ..., where 0

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