2.I.3F

Probability
Part IA, 2003

(a) Define the probability generating function of a random variable. Calculate the probability generating function of a binomial random variable with parameters nn and pp, and use it to find the mean and variance of the random variable.

(b) XX is a binomial random variable with parameters nn and p,Yp, Y is a binomial random variable with parameters mm and pp, and XX and YY are independent. Find the distribution of X+YX+Y; that is, determine P{X+Y=k}P\{X+Y=k\} for all possible values of kk.