Hi guys!!!

A is white noise consisting of independent variables identically distributed Gaussian centered with variance = 1

how to calculate E(A)^{4}???? E(.) is the Esperance

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- December 31st 2012, 09:55 AMNooobHow can i calculate this
Hi guys!!!

A is white noise consisting of independent variables identically distributed Gaussian centered with variance = 1

how to calculate E(A)^{4}???? E(.) is the Esperance - December 31st 2012, 11:13 AMHallsofIvyRe: How can i calculate this
It's not clear what you mean. By "Esperance" you mean "exected value"? Of course, then "E^4(A)" is not just that number to the fourth power. It is, rather the "4th moment", the integral of x^4 times the probability distribution, . By symmetry, that is .

- December 31st 2012, 01:20 PMNooobRe: How can i calculate this
thnks

- December 31st 2012, 01:24 PMILikeSerenaRe: How can i calculate this
For a standard normal distribution X, we have:

as you can see here: Wolfram|Alpha Results

Note that the standard normal distribution has probability density .