$X:P(\lambda)$, $P(X=n)=e^{-\lambda} \frac{\lambda^n}{n!}$. Also, $P(X=1)=P(X=3)$. Find $E(\frac{2^X}{X+1})$.
First of all, I don't see how this $P(X=1)=P(X=3)$ can help me..
Next I tried to find the expected value $E(\frac{2^X}{X+1})=\sum_{n=0}\frac{2^n}{n+1}e^{-\lambda} \frac{\lambda^n}{n!}$, but got lost in calculation. Sum goes to infinity.
I also saw in other examples, when computing expected value, that if expression looks like a derivative, we can replace it, why is it okay to do so?
From $P(x=1)=P(x=3)$ it follows that $\lambda=\lambda^3/6$, hevce $\lambda=\sqrt{6}$.
Further,
$$E(\frac{2^X}{X+1})=\sum_{n=0}^{+\infty}\frac{2^n}{n+1}e^{-\lambda} \frac{\lambda^n}{n!}= \sum_{n=0}^{+\infty}\frac{(2\sqrt{6})^n}{(n+1)!}e^{-\sqrt{6}}=\frac{e^{-\sqrt{6}}}{2\sqrt{6}}\sum_{n=0}^{+\infty}\frac{(2\sqrt{6})^{n+1}}{(n+1)!}=$$ $$=\frac{e^{-\sqrt{6}}}{2\sqrt{6}} (e^{2\sqrt{6}}-1).$$