Two independent random variables X and Y have corresponding probability generating functions: G x (t) = e

Question:

Two independent random variables X and Y have corresponding probability generating functions:

Gx(t) = e3(t – 1)

and

Gy(t) = et(t – 1)

It is given that A = Y - X.

a. A student made the following attempt to find GA(t):

Step I: Gx+y(t) = Gx(t) × Gy(t)

Step 2: Therefore Gy-x(t) = Gy(t) ÷ Gx(t)

Step 3: Gy-x(t) = e5(t – 1) ÷ e3(t – 1)

Step 4: Gy-x(t) = e2(t-1)

Which step contains the error in the student's working? 

b. Find the correct probability generating function of A, GA(t).

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