Find E(X^4) for X ~ N(0,1)

It can't be as simple as u=0 so the answer is 0, so I am at a lost of how to approach this problem.

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- Oct 31st 2010, 05:20 PMtaylor1234Expected Value
Find E(X^4) for X ~ N(0,1)

It can't be as simple as u=0 so the answer is 0, so I am at a lost of how to approach this problem. - Oct 31st 2010, 05:41 PMharish21
You are finding the fourth moment here..

Look at this link. Lines no 31-36

You can also find the fourth moment by finding the**moment generating function**of the standard normal distribution. Then find out the**fourth derivative**of the moment generating function, and equate it at**t=0**.

remember that the**nth derivative of the moment generating function of a distribution gives you the nth moment**.