题目
Let X∼Geometric(p)X \sim \text{Geometric}(p)X∼Geometric(p) with P(X=k)=(1−p)k−1pP(X = k) = (1-p)^{k-1} pP(X=k)=(1−p)k−1p for k=1,2,3,…k = 1, 2, 3, \ldotsk=1,2,3,…
(a) Derive the probability generating function GX(s)=E[sX]G_X(s) = E[s^X]GX(s)=E[sX] in closed form for ∣s∣<11−p|s| < \frac{1}{1-p}∣s∣<1−p1.
(b) Using GXG_XGX, compute E[X]E[X]E[X] and Var(X)\text{Var}(X)Var(X).
Recall: E[X]=GX′(1)E[X] = G_X'(1)E[X]=GX′(1) and Var(X)=GX′′(1)+GX′(1)−[GX′(1)]2\text{Var}(X) = G_X''(1) + G_X'(1) - [G_X'(1)]^2Var(X)=GX′′(1)+GX′(1)−[GX′(1)]2.
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GX_s
EX
VarX