Question: Let X be a nonnegative integer-valued random variable. The function gX(s) = EsX, defined for |s| 1, is called a probability generating function, or

Let X be a nonnegative integer-valued random variable. The function gX(s) = EsX, defined for |s| ≤ 1, is called a probability generating function, or simply a generating function, of X. Find gX(s) for random variables with: (i) Geometric distribution.

(ii) Binomial distribution. (iii) Poisson distribution.

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