Hi, Guys,(adsbygoogle = window.adsbygoogle || []).push({});

I'm new to this forum, and don't have strong background in probability theory, so please bare with me if the question is too naive.

Here's the question,

In a problem I'm trying to model, I have a random variable (say, R), which is a sum of random number (say, N) of random variables (say, Hi), in which all Hi are i.i.d..

I have distribution of both N and Hi, and I am interested in the expected value and variance of R.

Any suggestions how I can get it? My initial thought is E(R) = E(N)*E(Hi), but i feel it not quite right.. and it's even harder to have variance of R.

I did some googling, and found out ways to sum rvs, but not so much of how to find random sums..

Any suggestions? or hint about where I can find related information?

Thanks

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# Sum of random number of random variables

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