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375概率困难derivationlong

Poisson-Exponential Sum with Shared Rate: Double Tower and Eve's Law

题目

Let ZUniform(1,3)Z \sim \operatorname{Uniform}(1, 3). Given Z=zZ = z, let NZPoisson(z)N \mid Z \sim \operatorname{Poisson}(z), and given (N,Z)(N, Z), let X1,,XNX_1, \ldots, X_N be i.i.d.\ Exp(z)\operatorname{Exp}(z) (rate zz). Set S=X1++XNS = X_1 + \cdots + X_N (with S=0S = 0 when N=0N = 0).

Using iterated tower properties and Eve's law, find E[S]E[S] and Var(S)\operatorname{Var}(S).

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你的答案

E[S]

Var(S)