Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ii/paper-3/13c/a/iii/solution

The normalized ansatz intended in the question is
for which . Substitution into the equation from part (ii) and cancellation of gives the linear ordinary differential equation
Thus
This generating function is that of a Poisson distribution with parameter . Equivalently, differentiating at gives
Consequently

New to topics? Read the docs here!