2.II.10F
There is a random number of foreign objects in my soup, with mean and finite variance. Each object is a fly with probability , and otherwise is a spider; different objects have independent types. Let be the number of flies and the number of spiders.
(a) Show that denotes the probability generating function of a random variable . You should present a clear statement of any general result used.]
(b) Suppose has the Poisson distribution with parameter . Show that has the Poisson distribution with parameter , and that and are independent.
(c) Let and suppose that and are independent. [You are given nothing about the distribution of .] Show that . By working with the function or otherwise, deduce that has the Poisson distribution. [You may assume that as .]