Saturday, October 31, 2015

Expectation of a function in Poisson Distribution



Find the expectation of the function ϕ(x)=xex in a Poisson distribution.



My Attempt: If λ be the mean of Poisson distribution, then expectation of



ϕ(x)=x0ϕ(x)λxeλx!




=x0xexλxeλx!



=λeλx1ex(x1)!λx1



Now what?



Without the ex, the rest of summation is just a Taylor's expansion of eλ, which gets cancelled.



But what do I do here?


Answer




Group together exλx1=(λe)xλ, then do a bit of algebra to get the Taylor series for es for some s.


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