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Q2 (15 points) Suppose that Y = _;- Xi, where Xi's are i.i.d Geometric(p) and N ~ Poisson(M). We further assume that N is independent
Q2 (15 points) Suppose that Y = _;- Xi, where Xi's are i.i.d Geometric(p) and N ~ Poisson(M). We further assume that N is independent of Xi's. (a) Find E(Y). [5 marks] (b) Find the moment generation of Y. [5 marks] (c) Find the correlation coefficient of N and Y. [5 marks]
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