Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2011/m/m4/c/solution

At a fixed index, independence and uniformity give
The match indicators are independent Bernoulli trials. Thus the waiting times between successive matches are independent geometric variables on with success probability . Their moment-generating function is
provided . Since is the sum of such waiting times,
For , the finite domain is . For , every index is a match, so deterministically and the moment-generating function is for every real .

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