Find the expectation of the function ϕ(x)=xe−x in a Poisson distribution.
My Attempt: If λ be the mean of Poisson distribution, then expectation of
ϕ(x)=∑x≥0ϕ(x)λxe−λx!
=∑x≥0xe−xλxe−λx!
=λe−λ∑x≥1e−x(x−1)!λx−1
Now what?
Without the e−x, the rest of summation is just a Taylor's expansion of eλ, which gets cancelled.
But what do I do here?
Answer
Group together e−xλx−1=(λe)xλ, then do a bit of algebra to get the Taylor series for es for some s.
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