I know the E[X] = Integral between [inf,inf] of X*f(x) dx
Where X is normally distributed and f(x) is the PDF
How do I find the expectation of X^{4}?
Bare with me because I'm useless in Latex
So far what I've done is written the integral as Integral between [inf,inf] of X^{4}*f(x) dx
and I started to subsitute u = exp{x^{2}/2t}
So now I have Integral between [inf,inf] of tX^{3}*u dx
I really don't think this is correct.. I'm trying to follow the same way my lecturer did it for the expectation of X^{2}, but at that statge he started to integrate by parts, yet mine doesn't look like that and it's essentially the same!
Can anyone help?
Thanks
