Hi,

I'm stuck with a little problem that I need to use for my research.

Let X and N be stochastic random variables. I need to show that:

Mean:

E(sum(X)) = E(N) * E(X)

Variance:

var(sum(X)) = E(N) * var(X) + var(N) * (E(X))^2

Anyone knowing to do this?

Cheers, Eva