How is the given summation containing exponential function
∑∞a=0a+22(a+1)X(a+1)(λX)ae−λXa!(1+λX)=X2(1+11+λX)
I tried the following.
=∑∞a=0a+22(a+1)X(a+1)(λX)ae−λXa!(1+λX)
=∑∞a=0a+22X(λX)ae−λXa!(1+λX)
=∑∞a=0X(a+2)2(1+λX)(λX)ae−λXa!
=∑∞a=0X(a+2)2(1+λX)∑∞a=0(λX)ae−λXa!
As ∑∞a=0(λX)ae−λXa!=1, the sum of poisson pmf sum up to 1.
=X2(1+λX)∑∞a=0(a+2)
I don't know how to further proceed. Can someone explain me the remaining steps to get to the answer. thanks in advance.
Answer
After removal of clutter, the summation is essentially
∞∑k=0k+2k!tk=t∞∑k=01(k−1)!tk−1+2∞∑k=01k!tk=(t+2)et
where t=λX. The remaining factors are Xe−t2(t+1).
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