The number of customers that arrive at a service station during a time t is a Poisson
random variable with parameter. The time required to service each customer is an exponential random variable with parameter a.
Identify the distribution of the number of customers N that arrive during the service time T of a specificc customer by:
finding the MGF of N
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I have found the respective moment generating functions which are:
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for the exponential distribution and
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Now i have no idea how to combine the results to find the required PDF.
And i cant find anything in my notes about this.


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