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Let X be a discrete random variable with the support, Supp(X) = {0, 1, 2, . . . }. The probability mass function (PMF)

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Let X be a discrete random variable with the support, Supp(X) = {0, 1, 2, . . . }. The probability mass function (PMF) of X is as follows: f(x) = p(1 p)*, where 0 < p < 1 is a unknown parameter. Compute the moment generating function (MGF) of X.

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