Derivatives of PGF of Bernoulli Distribution/Proof 2
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Theorem
Let $X$ be a discrete random variable with the Bernoulli distribution with parameter $p$.
Then the derivatives of the PGF of $X$ with respect to $s$ are:
- $\dfrac {\d^k} {\d s^k} \map {\Pi_X} s = \begin{cases} p & : k = 1 \\ 0 & : k > 1 \end{cases}$
Proof
Follows directly from Derivatives of PGF of Binomial Distribution, setting $n = 1$.
$\blacksquare$