boneill3
Apr15-09, 05:40 PM
1. The problem statement, all variables and given/known data
Suppose RX(t) = E[(1 − tX)−1] is called the geometric generating function
of X. Suppose the random variable Y has a uniform distribution on (0, 1); ie
fY (y) = 1 for 0 < y < 1. Determine the geometric generating function of Y .
2. Relevant equations
3. The attempt at a solution
E[(1-tY)^-1] = \int (1-ty)^-1 f_Y(y) dy
-ln(|yt-1|) / t
Do I than take the Taylor series of the result to give the geometric generating function for Y?
Suppose RX(t) = E[(1 − tX)−1] is called the geometric generating function
of X. Suppose the random variable Y has a uniform distribution on (0, 1); ie
fY (y) = 1 for 0 < y < 1. Determine the geometric generating function of Y .
2. Relevant equations
3. The attempt at a solution
E[(1-tY)^-1] = \int (1-ty)^-1 f_Y(y) dy
-ln(|yt-1|) / t
Do I than take the Taylor series of the result to give the geometric generating function for Y?