2825概率中等derivationmedium
Compound Poisson With Geometric Batch Size
题目
Let , and conditional on , let \[ S=\sum_{i=1}^N B_i, \] where the are i.i.d. geometric-on-\{1,2,\dots\} with parameter , so . Find the PGF of and compute .
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你的答案
PGF
E[S]