Derivatives of PGF of Negative Binomial Distribution

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Theorem

First Form

Let $X$ be a discrete random variable with the negative binomial distribution (second form) with parameters $n$ and $p$.

Then the derivatives of the PGF of $X$ with respect to $s$ are:

$\dfrac {\d^k} {\d s^k} \map {\Pi_X} s = \dfrac {n^{\overline k} p^k} {q^k} \paren {\dfrac q {1 - p s} }^{n + k}$

where:

$n^{\overline k}$ is the rising factorial: $n^{\overline k} = n \paren {n + 1} \paren {n + 2} \cdots \paren {n + k - 1}$
$q = 1 - p$


Second Form

Let $X$ be a discrete random variable with the negative binomial distribution (second form) with parameters $n$ and $p$.

Then the derivatives of the PGF of $X$ with respect to $s$ are:

$\dfrac {\d^k} {\d s^k} \map {\Pi_X} s = ...$