4- Probability generating function
In the previous unite, we introduced the concepts of probability generating function and moment generating functions
for discrete random variables. These concepts have natural analogues for continuous random variables,
provided some care is taken in arguments involving convergence.
We definition the probability generating function as:
Let X be a continuous random variable with density function f(x)
. The probability generating function
Calculating the probability generating function
Calculate the PGF of the Uniform (a , b) .
