Question: Using moment generating function, show that if X and Y both follow Geometric distribution with parameter p, X+Y follows a negative binomial distribution. Assume

Using moment generating function, show that if X and Y both follow

Using moment generating function, show that if X and Y both follow Geometric distribution with parameter p, X+Y follows a negative binomial distribution. Assume that X and Y are independent.

Step by Step Solution

3.43 Rating (150 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

To solve this problem we need to use the momentgenerating function MGF approach to show that the sum ... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!