#1 : A gambler spends N days gambling in a resort, where N is a geometric random variable N with parameter p. Let Xi be
#1 : A gambler spends N days gambling in a resort, where N is a geometric random variable N with parameter p. Let Xi be the amount that the gambler loses on the i-th day, with S = Z X,- 1.5:] his total losses. Assuming the X;- are i.i.d. exponential random variables with parameter a, nd the probability density function for S
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