24. Let, for m 1, X1, X2, ... be independent random variables with E X, = m", n 1, let N E Po(A) be independent of X1, X2. and set Z = X, + X, + 4 XN. Determine E Z. Remark. Note that X, X. . are NOT...

Extracted text: 24. Let, for m 1, X1, X2, ... be independent random variables with E X, = m", n 1, let N E Po(A) be independent of X1, X2. and set Z = X, + X, + 4 XN. Determine E Z. Remark. Note that X, X. . are NOT identieally distributed, that is, the usual "ESN = EN EX does NOT work: you have to modify the proof of that formula.