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23. Let G X ( t ) be the pgf of a nonnegative integer-valued random variable X . Let Y = aX + b , where a; b are nonnegative integer. Show that G Y ( t ) = t b G X ( t a ). It is clear that Y b.
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23. Let GX(t) be the pgf of a nonnegative integer-valued random variable X. Let Y = aX + b, where a; b are nonnegative integer. Show that GY(t) = tbGX(ta). It is clear that Y b.