I am trying to calculate this sum (which is expected value of a function of two independent Poisson random variables):
∞∑x=0∞∑y=01ax+ay−ax+ye−λ(λ)xx!e−λ(λ)yy!
Is there any closed form solution for this?
Answer
I calculated this in Mathematica, but it couldn't find a closed form for this sum, nor for the integral over x and y from 0 to ∞, so I guess a nice closed form doesn't exist.
No comments:
Post a Comment