Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/ia/paper-2/9f/a/solution

A geometric distribution with parameter on has probability mass function
It counts the trial on which the first success occurs in independent trials with success probability . Its probability generating function is . Differentiating at gives
This support convention is important: a count of failures before the first success would start at zero.

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