Let X be a discrete random variable with the probability mass function p(k) = P(X = k) = p(1 – p)*-1, k = 1,2, ..., where 0 < p < 1. Find the moment generating function, Laplace transform, and probability generating function of X. What is E(X) and Var(X)? (Such a random variable X is said to have a geometric distribution with parameter p).

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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Topic: Moment Generating Functions, Probability Generating Functions, Laplace Transform

Let X be a discrete random variable with the probability mass function
p(k) = P(X = k) = p(1 – p)*=1,
k = 1,2,...,
where 0 <p < 1. Find the moment generating function, Laplace transform,
and probability generating function of X. What is E(X) and Var(X)? (Such a
random variable X is said to have a geometric distribution with parameter p).
Transcribed Image Text:Let X be a discrete random variable with the probability mass function p(k) = P(X = k) = p(1 – p)*=1, k = 1,2,..., where 0 <p < 1. Find the moment generating function, Laplace transform, and probability generating function of X. What is E(X) and Var(X)? (Such a random variable X is said to have a geometric distribution with parameter p).
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