The law of the unconscious statistician and the finite variance giveThus size bias increases the mean by , in accord with preferentially selecting larger values.
Size-biased geometric distribution 2026-10-31
For the positive-support geometric distribution with success probability , size bias gives . The sum of two independent copies has positive-integer decompositions at value , so its shifted probability is exactly this expression. Its probability generating function is , also obtained by the size-biased probability generating function identity.