Uniqueness and characterization of distributions via PGF
The question asks to prove that the PGF or characteristic function uniquely determines the distribution, or to show two variables with equal PGFs are identically distributed.
Let $X$ and $X^{\prime}$ be two random variables taking values in $\mathbb{N}$. Justify that $X \sim X^{\prime}$ if and only if $G_{X} = G_{X^{\prime}}$.
Let $X$ and $X^{\prime}$ be two random variables taking values in $\mathbb{N}$. Justify that $X \sim X^{\prime}$ if and only if $G_{X} = G_{X^{\prime}}$.
Let $X : \Omega \rightarrow \mathbb { R }$ and $Y : \Omega \rightarrow \mathbb { R }$ be two discrete random variables such that $\phi _ { X } = \phi _ { Y }$. Show that, for all $m \in \mathbb { R } , \mathbb { P } ( X = m ) = \mathbb { P } ( Y = m )$, in other words that $X$ and $Y$ have the same distribution.