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I came across an example about interchange of differentiation and summation. Can anyone show me how to prove the equation in the picture? Thank you!

cliu
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You do not interchange differentiation and summation. Obviuosly $\sum_{x=0}^n \theta x (1 - \theta)^{x-1} = \theta \sum_{x=0}^n x (1 - \theta)^{x-1}$. In the second step you use that $x (1 - \theta)^{x-1} = -\frac{\partial}{\partial \theta} (1 - \theta)^x$ for each summand.

Paul Frost
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