Re: fourth moment of a normal variable

From: Charles Metz <c-metz@xxxxxxxxxxxx>
Date: Fri, 09 Dec 2005 18:33:08 -0600

oercim wrote:

        Hello, let X is normaly distributed random variable with E(X)=0
 and VAR(X)=S^2. According to an essay E(X^4)=S^4. There is not a proof
of this equality in the article. Is this equality realy true? How?
Thanks a lot.

The quoted equality is wrong; in fact E(X^4)=3*S^4. Proving this is a good exercise in integrating by parts.

  Charles Metz

References:
- fourth moment of a normal variable
  - From: oercim

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