Question
Using moment generating function, show that if X and Y both follow Geometric distribution with parameter p, X+Y follows a negative binomial distribution. Assume
Using moment generating function, show that if X and Y both follow Geometric distribution with parameter p, X+Y follows a negative binomial distribution. Assume that X and Y are independent.
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An Introduction to Measure Theoretic Probability
Authors: George G. Roussas
2nd edition
128000422, 978-0128000427
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