For $X\sim\text{Pois}(λ)$, find $E(X!)$ (the average factorial of $X$), if it is finite.
Solution:
By LOTUS,
$$E(X!) =e^{−λ}\sum_{k=0}^{\infty} k!\frac{\lambda^k}{k!} = \frac{e^{−\lambda}}{1−\lambda}$$
for $0<\lambda<1$.
Question: Why is just the $k$ on the bottom of the fraction factorial, and not $\lambda^{k!}$ ?
$EX!=\sum P\{X=k\} k!$ and $P\{X=k\}=e^{-\lambda} \frac {\lambda^{k}} {k!}$.