Past exam of the year 1 of the computer science course of the University of Oxford / 2017 / Discrete mathematics, continuous mathematics and probability / 7 / b / iii / Solution

For $Y\sim \mathrm{Geom}(p)$, its mean is $1/p$, so the size-biased probability generating function isChoose $X_1,X_2$ independent with distribution $\mathrm{Geom}(p)$. Their shifted sum has generating function, initially for $s>0$,with both sides continuous and zero at $s=0$. Equality of probability generating functions provesEquivalently, $X_1+X_2=k+1$ has $k$ possible positive summand pairs, each of probability $p^2(1-p{)}^{k-1}$, matching the size-biased geometric distribution probabilities.