There is an interesting relationship between negative binomial and gamma random variables, which may sometimes provide a

Question:

There is an interesting relationship between negative binomial and gamma random variables, which may sometimes provide a useful approximation. Let Y be a negative binomial random variable with parameters r and p, where p is the success probability. Show that as p → 0, the mgf of the random variable pY converges to that of a gamma with parameters r and 1.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...