What is the expected value of the absolute difference of two independent Poisson variables? $$E[ |X - Y| ]$$ Seems like an easy question but I haven't found an easy solution. I've split the double sum into the correct regions but not sure what to do with the partial sums remaining. I have: $$\sum_0^\infty p(x) \sum_0^\infty |X - Y| p(y)$$ ...since p(x,y) = p(x)p(y) $$= \sum_0^\infty p(x) [\sum_0^x (X - Y) p(y) + \sum_x^\infty (Y - X) p(y)]$$ Should get something like | E[X] - E[Y] | + some variance or covariance term, the latter of which will be 0 since X and Y are independent.