Exercise 2 Suppose that N is a Poisson random variable with parameter u. Suppose that given N = n, random variables X₁, X2...., Xn are independent with uniform (0, 1) distribution. So there are a random number of X's. a) Given N = n, the probability that all the X's are less than t is t, where 0 < t < 1. b) The (unconditional) probability that all the X's are less than t is t, where 0 < t < 1. c) Let SN = X₁ + ... + XN denote the sum of the random number of X's. P(SN = 0) = e¯μ. d) E(SN) = μ

A First Course in Probability (10th Edition)
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Exercise 2 Suppose that N is a Poisson random variable with parameter µ. Suppose that given
N = n, random variables X₁, X2...., Xn are independent with uniform (0, 1) distribution. So there
are a random number of X's.
a) Given N = n, the probability that all the X's are less than t is t", where 0 <t<1.
b) The (unconditional) probability that all the X's are less than t is t, where 0 < t < 1.
c) Let SN = X₁ + ... + XÃ denote the sum of the random number of X's. P(SN = 0) = e¯μ.
d) E(SN) = μ
Transcribed Image Text:Exercise 2 Suppose that N is a Poisson random variable with parameter µ. Suppose that given N = n, random variables X₁, X2...., Xn are independent with uniform (0, 1) distribution. So there are a random number of X's. a) Given N = n, the probability that all the X's are less than t is t", where 0 <t<1. b) The (unconditional) probability that all the X's are less than t is t, where 0 < t < 1. c) Let SN = X₁ + ... + XÃ denote the sum of the random number of X's. P(SN = 0) = e¯μ. d) E(SN) = μ
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