14 Let (X1, X2, X3, ...) be a sequence of independent and identically dis- tributed exponential random

Question:

14 Let (X1, X2, X3, ...) be a sequence of independent and identically dis- tributed exponential random variables with parameter A. Let N be a geo- metric random variable with parameter p independent of (X1, X2, X3,...). Find the distribution function of X.

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