Question: If X is a geometric random variable with parameter p, then the mean, variance and moment generating functions are respectively given by X = 1

If X is a geometric random variable with parameter p, then

the mean, variance and moment generating functions are respectively given

by

X =

1

p

"2X

=

1 p

p2

MX(t) = p et

1 (1 p) et , if t < ln(1 p). proof

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