grandes-ecoles 2017 QI.A.2

grandes-ecoles · France · centrale-maths2__official Probability Generating Functions PGF of sum of independent variables
Let $X$ be a random variable taking values in $\mathbb{N}$ admitting a decomposition $X \sim Y + Z$, where $Y$ and $Z$ are independent random variables taking values in $\mathbb{N}$. What relation links $G_{X}, G_{Y}$ and $G_{Z}$?
Let $X$ be a random variable taking values in $\mathbb{N}$ admitting a decomposition $X \sim Y + Z$, where $Y$ and $Z$ are independent random variables taking values in $\mathbb{N}$. What relation links $G_{X}, G_{Y}$ and $G_{Z}$?