Mgf Geometric
1. The problem is to find the Moment Generating Function (MGF) for a random variable $X$ with probabilities $P(X=k) = \frac{1}{k}$ for $k=1,2,3,\ldots$ using the geometric series.
2. First, we note that the probabilities $P(X=k)=\frac{1}{k}$ for $k=1,2,3,\ldots$ do not sum to 1, so this cannot be a valid probability distribution. However, if you meant the geometric distribution which has the PMF $P(X=k) = p(1-p)^{k-1}$ for $k=1,2,3,\ldots$, then we can proceed.
3. The MGF of a geometric random variable with parameter $p$ is defined as:
$$ M_X(t) = E(e^{tX}) = \sum_{k=1}^\infty e^{tk} p(1-p)^{k-1} $$
4. Factor $p$ outside the summation:
$$ M_X(t) = p \sum_{k=1}^\infty \left(e^{t}(1-p)\right)^{k-1} e^{t} $$
5. Rewrite the summation as:
$$ M_X(t) = p e^{t} \sum_{k=0}^\infty \left(e^{t}(1-p)\right)^k $$
6. Since this is a geometric series with ratio $r = e^{t}(1-p)$, which converges for $|r| < 1$, the sum is:
$$ \sum_{k=0}^\infty r^k = \frac{1}{1-r} $$
7. Substitute back:
$$ M_X(t) = \frac{p e^{t}}{1 - e^{t}(1-p)} $$
8. Thus, the MGF of the geometric distribution with parameter $p$ is:
$$ \boxed{M_X(t) = \frac{p e^{t}}{1 - (1-p) e^{t}}} $$
9. If the question was instead about $P(X=k) = \frac{1}{k}$, then it is not a probability distribution and the MGF doesn't exist in standard form.