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Use the shape-rate convention for the gamma distribution. A shape $r$ and rate $\beta$ give expected value $r/\beta$ and variance $r/{\beta }^2$. The two moments here force $r=2$ and $\beta =2/\mu$. Thus $M_X(t)={\beta }^2/(\beta -t{)}^2$, and the geometric-sum moment-generating function becomesPut $r_0=\sqrt{1-p}$, $a=\beta (1-r_0)$ and $b=\beta (1+r_0)$. Then $0<a<b$, $ab=p{\beta }^2$, andConsequently the geometric sum of shape-two gamma variables has the same probability distribution as the sum of two independent exponential distributions with rates $a,b$. Their convolution of independent random variables yieldsThe probability density function is zero for $s<0$. It is nonnegative because $a<b$, and its integral isThis verifies normalization directly. An alternative check uses the conditional gamma distribution with shape $2n$:which is exactly the same density. The expected value $1/a+1/b=\mu /p$ supplies a further check.