Probability Generating Function / Geometric

spitz
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Homework Statement



a) P(X=x)=pq^x,\,x\geq 0

Find the PGF.

b) P(X=x)=pq^{|x|},\,x\,\epsilon\,\text{Z}

Find the PGF.

2. The attempt at a solution

a) G_X(s)=E(s^X)=\displaystyle\sum_{x\geq 0}pq^x s^x=p\displaystyle\sum_{x\geq 0}(qs)^x=\frac{p}{1-qs}

b) Not sure about this one... Is it: as above for x\geq0. And for x<0:

G_X(s)=E(s^X)=\displaystyle\sum_{x>0}pq^{-x} s^{-x}=p\displaystyle\sum_{x\geq 0}(qs)^{-x}=\ldots
 
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Since |-x|= |x| the negative values of x just double the value.
 
Oh, okay I see. I got it totally mixed up.

Is it: p+p\displaystyle\sum_{x\geq0}(qs)^{2x}=\ldots
 
spitz said:

Homework Statement



a) P(X=x)=pq^x,\,x\geq 0

Find the PGF.

b) P(X=x)=pq^{|x|},\,x\,\epsilon\,\text{Z}

Find the PGF.

2. The attempt at a solution

a) G_X(s)=E(s^X)=\displaystyle\sum_{x\geq 0}pq^x s^x=p\displaystyle\sum_{x\geq 0}(qs)^x=\frac{p}{1-qs}

b) Not sure about this one... Is it: as above for x\geq0. And for x<0:

G_X(s)=E(s^X)=\displaystyle\sum_{x>0}pq^{-x} s^{-x}=p\displaystyle\sum_{x\geq 0}(qs)^{-x}=\ldots

In (b), try writing out a few terms:
G = p + pq^1 s^1 + pq^{|-1|} s^{|-1|} + pq^2 s^2 + pq^{|-2|} s^{|-2|} + \cdots .

RGV
 
p+2p\displaystyle\sum_{x>0}(qs)^{x}=p+\frac{2(p+qs-1)}{1-qs}

C'est correct?
 
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There are two things I don't understand about this problem. First, when finding the nth root of a number, there should in theory be n solutions. However, the formula produces n+1 roots. Here is how. The first root is simply ##\left(r\right)^{\left(\frac{1}{n}\right)}##. Then you multiply this first root by n additional expressions given by the formula, as you go through k=0,1,...n-1. So you end up with n+1 roots, which cannot be correct. Let me illustrate what I mean. For this...
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