Let {N(t), t 0} be a Poisson process with rate that is independent of the sequence

Let {N(t), t 0} be a Poisson process with rate λ that is independent of the sequence X1, X2,... of independent and identically distributed random variables with mean μ and variance σ2. Find Cov

⎛

⎝N(t),

N(t)

i=1 Xi

⎞

⎠