Let N ~ Poisson with mean mu.
Let X|N=n ~ Binomial(n,p).
Show that X ~ Poisson with mean p*mu.
source: STAT560 - Assignment 2, Problem 2 What most people call a "formal" proof (and what appears in the solution linked) involves writing down the relevant pdfs and working out infinite sums.
I prefer to prove this by simple intuitive logic:(
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