Im not sure where to start with this. Im thinking i may have to start off by intergrating the poisson distribution over 0 to infinity?

If X ~ P(mu), show that its PGF (Probability Generating Function) is given by:

Gx(s) = $\displaystyle e^{mu(s-1)}$

Sorry i have used the word "mu" instead of the symbol, i kept encountering LaTex problems