Use the formula
$$
g_N(z)=\frac{(1-\rho)(1-z) W_s^*[\lambda(1-z)]}{W_s^*[\lambda(1-z)]-z}
$$
to show that the generating function for the $\mathrm{M} / \mathrm{H}_2 / 1$ queueing system is
$$
g_N(z)=\frac{(1-\rho)\left[1+\left(\rho_1+\rho_2-\rho\right)(1-z)\right]}{\rho_1 \rho_2 z^2-\left(\rho_1+\rho_2+\rho_1 \rho_2\right) z+1+\rho_1+\rho_2-\rho}
$$
where $\rho_i=\lambda / \mu_i, i=1,2$. [Hint: Using the notation of Section 3.2.9, show that $q_1 \rho_2+q_2 \rho_1=\rho_1+\rho_2-\rho$.]