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353概率中等数值题medium

Second Moment of a Random Sum via the Tower Property

题目

Let NPoisson(4)N \sim \operatorname{Poisson}(4) and, given N=nN = n, let S=X1++XnS = X_1 + \cdots + X_n where XiiidUniform(0,1)X_i \stackrel{\text{iid}}{\sim} \operatorname{Uniform}(0,1). Use the tower property and the identity E[S2N]=Var(SN)+(E[SN])2E[S^2 \mid N] = \operatorname{Var}(S \mid N) + (E[S \mid N])^2 to find E[S2]E[S^2].

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