Question: Let 1, 2, . . . be independent exponential() random variables and let N be an independent random variable with P(N = n) = p(1

Let 1, 2, . . . be independent exponential() random variables and let N be an independent random variable with P(N = n) = p(1 p) ⁿ¹ , n = 1, 2, . . . . What is the distribution of the random sum T = 1 + + N ?

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