$X$ and $Y$ are two independent random variables. $f$, $g$ and $h$ are 3 functions.
Can the below expected value be calculated?
$$E\left[ f(X)\sum_{k=0}^{\lfloor g(X) \rfloor }h(Y) \right]$$
$\lfloor g(X) \rfloor$ is capped by $n$. So I was thinking I could calculate the $n$ cases separately, and then average the results (weighted by their probability).
Thanks for any help.