I'm having a lot of trouble with this problem.
Let be a random sample of sizze n from a geometric distribution with pmf ,
Let .Find, the mgf of . Then Find the limiting mgf lim as n goes to infitinity. What is the limiting distribution of
I'm a little lost.
I can find the mgf of which is
so... if there was a factor of of ... does that mean the mfg for is ?
or... instead of i'll have
How about the bit of ... ?
and then the limit just equal to zero... if term exists....
distribution just 0? doesn't make sense...
I'm very confused!