I am have trouble with a question, and how exactly each given part of this question relates to getting the answer.
[b]1. The problemb]
Assume that N,X1, X2...are independent.
Let P(N = k) = qk-1p , k\geq1, p+q = 1
and let X1,X2,X3,...be iid with a common pdf
f(x)...