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Math Help - Expected Value

  1. #1
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    Expected 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.
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  2. #2
    MHF Contributor harish21's Avatar
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    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.
    Last edited by harish21; October 31st 2010 at 07:27 PM.
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