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. 2018 Sep 25;3:192–248. doi: 10.1016/j.idm.2018.08.001

Table 1.

A few common probability distributions and their PGFs.

Distribution PGF f(x)=irixi
Poisson, mean λ: ri=eλλii! eλ(x1)

Uniform: rλ=1 xλ

Binomial: n trials, with success probability p: ri=(ni)piqni for q=1p [q+px]n

Geometrica: ri=qip for q=1p and i=0,1, p/(1qx)

Negative binomialb: ri=(i+rˆ1i)qrˆpi for q=1p (q1px)rˆ
a

Another definition of the geometric distribution with different indexing, ri=qi1p for i=1,2,, gives a different PGF.

b

Typically the negative binomial is expressed in terms of a parameter r which is the number of failures at which the experiment stops, assuming each with success probability p. For us ri plays an important role, so to help distinguish these, we use rˆ rather than r. Then ri is the probability of i successes.