I'm given a set of random variables where each $X_i$ has distribution:
$p(x_i;\theta) = \theta(1-\theta)^{x_i}$ for $x=0,1,2,...$
I need to compute the expectation $E(\sum_{i=1}^n X_i)$.
Is the distribution of $X_i$ something known?
I cannot recognize as a well known distribution.
Thanks in advance.