Suppose that N, X, X2,... are independent r.v.'s with N equally likely to be 1 or...

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Suppose that N, X₁, X2,... are independent r.v.'s with N equally likely to be 1 or 2, and X₁ Exp(1/a). Let S = X₁ XN. (a) Find E(S). (b) Find Var(S). ~ Suppose that N, X₁, X2,... are independent r.v.'s with N equally likely to be 1 or 2, and X₁ Exp(1/a). Let S = X₁ XN. (a) Find E(S). (b) Find Var(S). ~