Friday, April 19, 2019

probability - expected value of a function of two random variables



I am trying to calculate this sum (which is expected value of a function of two independent Poisson random variables):



x=0y=01ax+ayax+yeλ(λ)xx!eλ(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.


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