Fourth moment of a shifted normal

Let X∼N(2,1)X \sim N(2, 1) - normal with mean 22 and variance 11. What is the raw fourth moment E[X4]E[X^4]?

Show hints (2)+
  1. Write X=2+ZX = 2 + Z with Z∼N(0,1)Z\sim N(0,1) and expand (2+Z)4(2+Z)^4.
  2. Odd moments of ZZ vanish; use E[Z2]=1E[Z^2]=1, E[Z4]=3E[Z^4]=3.

Answer

Reveal answer →

43

Create a free account to see the full worked solution and track your progress.

Interview format: Hedge Fund Quant, Systematic & Data-Driven Trading

Related questions