title: Error when using lambda function with Cython
body: <p>I am trying to use Cython to speed up a piece of code.  Cython is giving an error that reads "Expected an identifier or literal" when I use lambda functions.  As far as I can tell, lambda functions are meant to be supported in Cython 0.13.  Am I incorrect on this point?  If they are, indeed, supported, do I need to do something other than what I have here to implement them?  </p>
  
  <pre><code>def f(e_1, e_2, rho):
      """Bivariate Normal pdf with mean zero, unit variances, and correlation coefficient rho."""
      return (1.0 / (2.0 * pi * sqrt(1 - rho**2))) * exp(-(1.0 / (2*(1 - rho**2))) * (e_1**2 + e_2**2 - 2*rho*e_1*e_2))
  
  def P_zero(b_10, b_11, b_20, b_21, rho, gamma, x):
      """Returns the probability of observing zero entrants in a market by numerically
      integrating out the unobserved firm-specific profit shocks."""
      h_z = lambda e_1: -inf
      g_z = lambda e_1: -b_10 - b_11*x[0] - gamma*x[1]
      I   = lambda e_1, e_2: f(e_1, e_2, rho)
      return dblquad(I, -inf, (-b_20 - b_21*x[0] - gamma*x[2]), h_z, g_z)[0]
  </code></pre>