Factorial of a Poisson random variable

ID: factorial-of-a-poisson-random-variable

If has a Poisson distribution with parameter , then the ordinary factorial has finite expectation exactly when . Indeed, its nonnegative expectation series is , since cancels the denominator of the probability mass function. The geometric series gives the formula and proves divergence for . This differs from a falling-factorial moment of fixed order, which is finite for every finite Poisson distribution parameter.

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