Solution (source code)

= Solution

The conditional mean of a <Poisson distribution> equals its parameter, so $\mathbb E[Z\mid X]=X$. The <law of total expectation> gives
$$
\boxed{\mathbb E Z=\mathbb E X=\mu.}
$$
As a check, differentiating the <probability generating function> in part (iii) at one also gives $G'_Z(1)=\mu$.