Past exam of the mathematics course of the University of Oxford / 2015 / Prelims / Mathematics III / 5 / a / ii / Solution

Under the extra hypothesis that $G(s)$ exists for every real $s$, its power series has infinite radius of convergence. Termwise differentiation of a power series is therefore valid to every finite order. For $k\ge 1$,At $s=1$ this is the expected value of the falling factorial of $X$:In particular $\boxed{G^{\prime }(1)=\mathbb{E}[X]}$. The terms with $j<k$ vanish because their falling factorials contain a zero factor. These factorial moments are finite under the stated hypothesis.