A random variable $X$ takes values in $\mathbb{N}_0 \cup \{\infty\}$? Does it just mean $X$ takes values $0<X<\infty$?
The part Im confused with is $\mathbb{N}_0 \cup \{\infty\}$. What does $\mathbb{N}_0 \cup \{\infty\}$ actually mean?
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It probably means $\{0,1,2,3,\cdots,\infty\}$. (That is, $X$ can take values of $0$ or $\infty$ too.)
