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Let a > 2. Suppose a discrete random variable X has the following probability distribution: p ( 0 ) = P ( X = 0 ) = c, p (k) = P ( X = k ) = 1/(a^k), k = 1, 2, 3, … . a) Find the value of c ( c will depend on a ) that makes this is a valid probability distribution. b) Find the moment-generating function of X, M( t ). For which values of t does it exist? c) Find E ( X ).
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