Negative Binomial Distribution Gives Rise to Probability Mass Function

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Theorem

Let $X$ be a discrete random variable on a probability space $\struct {\Omega, \Sigma, \Pr}$.


First Form

Let $X$ have the negative binomial distribution (first form) with parameters $n$ and $p$ ($0 < p < 1$).


Then $X$ gives rise to a probability mass function.


Second Form

Let $X$ have the negative binomial distribution (second form) with parameters $n$ and $p$ ($0 < p < 1$).


Then $X$ gives rise to a probability mass function.