I have a random variable $X \sim Gamma(\alpha, \beta)$.
How can I compute or approximate $\mathbb{E} sin(X)$ very quickly? Iterative quadrature would be too slow, I need some closed form expression.
One idea I considered was to use the Gamma moments and Tyler approximation, but it would take too many terms, since $X$ has large standard deviation (in the order of 10-50) and so the mass is not tightly concentrated.