Let X1, X 2 , ... denote a sequer1ce of iid randorn

Chapter 9, Problem 9.4

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Let X1, X 2 , ... denote a sequer1ce of iid randorn variables \vit11 exponential PDF f'x (x) = 0 otherv.rise. x > o. - I Let N denote a geometric (1/5) randorr1 variable. (a) W11at is the 11.IGF of R = X 1 + + X N? (b) Find t11e PDF of R.

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