For , its mean is , so the size-biased probability generating function isChoose independent with distribution . Their shifted sum has generating function, initially for ,with both sides continuous and zero at . Equality of probability generating functions provesEquivalently, has possible positive summand pairs, each of probability , matching the size-biased geometric distribution probabilities.
For , differentiate the probability generating function term by term and multiply by :This is the size-biased probability generating function identity. At , the finite-mean assumption gives the limiting value one on both sides; at zero, positive support gives value zero.
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.