Robbins lemma

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In statistics, the Robbins lemma, named after Herbert Robbins, states that if X is a random variable with a Poisson distribution, and f is any function for which the expected value E(f(X)) exists, then

\operatorname{E}(X f(X - 1)) = \lambda \operatorname{E}(f(X)). \,

Robbins introduced this proposition while developing empirical Bayes methods.