$X$ and $Y$ are two independent Geometric distributions with the parameter '$p$'.
$$Z = X+Y$$
$$W=X-Y$$
Now I have found the joint PDF as below:
$P_{Z,W}(i,j)=p^2(1-p)^{i-2}$ for $i>0$, $-i<j<i$ , $i+j$ is even here is my question: How can I find the marginal PDF for $W$?
I know I should let $Z\to\infty$ somehow, but I'm not sure how to proceed doing so.
2026-02-23 21:15:35.1771881335
Marginal PDF from Joint PDF of two Geometric Distribution
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