Yeah, differentiating these infinite sums to pull down polynomial factors is a familiar trick.
It happens in basic moment generating function manipulations (e.g., higher moments of random variables). Or from z-transforms in signal processing (z transforms of integrals or derivatives). And (a little less obvious, but still the same) from Fourier analysis.
The concept applies to any moment generating function, z-transform, whatever. It’s clearest for the geometric distribution, where the distribution itself has the geometric form (https://mathworld.wolfram.com/GeometricDistribution.html, around equation 6).
I agree that the Li function seems like a detour, but maybe it can make some of the manipulation easier?
It happens in basic moment generating function manipulations (e.g., higher moments of random variables). Or from z-transforms in signal processing (z transforms of integrals or derivatives). And (a little less obvious, but still the same) from Fourier analysis.
The concept applies to any moment generating function, z-transform, whatever. It’s clearest for the geometric distribution, where the distribution itself has the geometric form (https://mathworld.wolfram.com/GeometricDistribution.html, around equation 6).
I agree that the Li function seems like a detour, but maybe it can make some of the manipulation easier?