Let $\xi \in \mathbb{R}$ be a real number. Since the $X_1, \, \ldots, \, X_N$ are uncorrelated, applying results
yields
\begin{equation}
\begin{split}
\mathfrak{F}_{\sum_{n = 1}^N X_n}(\xi) : = \mathbb{E} \left(e^{i \xi \sum_{n = 1}^N X_n} \right) & = \mathbb{E} \left( \prod_{n = 1}^N e^{i \xi X_n} \right) \\
& = \prod_{n = 1}^N \mathbb{E} \left( e^{i \xi X_n} \right) \\
& = \prod_{n = 1}^N \left( \theta (e^{i \xi} - 1) + 1 \right) \\
& = \left( \theta (e^{i \xi} - 1) + 1 \right)^N \\
\end{split}
\end{equation}
The claim is now a consequence of the results
$\square$