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Apr 16th, 2009, 05:34 PM
#1
Thread Starter
Member
geometric generating function
Suppose RX(t) = E[(1 − tX)−1] is called the geometric generating function
of X. Suppose the random variable Y has a uniform distribution on (0, 1); ie
fY (y) = 1 for 0 < y < 1. Determine the geometric generating function of Y .
E[(1-tY)^-1] = \int (1-ty)^-1 f_Y(y) dy
= -ln(|yt-1|) / t
Not sure where to go from here to find the generating function of Y.
Any help would be greatly appreciated.
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