CompoundPoissonDistribution provides the desired functionality
CompoundPoissonDistribution provides the desired functionality
In[]:=
s=CompoundPoissonDistribution[λ,NormalDistribution[μ,σ]];
In[]:=
{Mean[s],Variance[s]}
Out[]=
{λμ,λ(+)}
2
μ
2
σ
In[]:=
Expectation[,XNormalDistribution[μ,σ]]
2
X
Out[]=
2
μ
2
σ