In: Math
4. Let N be a Poisson(λ) random variable. We observe N, say it equals n, we then throw a p-biased coin n times and let X be the number of heads we get. Show that X is a Poisson(pλ) random variable. (You can use the following identity: ∑ ∞ k=0 (y^k)/ k! = e^y .)