# Normal Distribution Moments

## Homework Statement

You have i.i.d. random variables X1,.....,Xn ~ Normal ($$\Theta$$,c^2*$$\Theta$$^2), where "c" is a known positive constant (relative variability = std. dev(X)/E[X]) and $$\Theta$$ is an unknown positive constant. Find the first four moments. E.g E[Xj] where j=1,2,3,4.

## The Attempt at a Solution

So i know the pdf of a normal distribution to be, and what i did was input (c*$$\Theta$$)2 as the standard deviation into this. Then I took the expected value of that to get the first order moment. Is this the proper way to do it? Does having (c$$\Theta$$)2 change how you integrate the expectation of a normal distribution relative to how you would for the usual N($$\mu$$,$$\sigma$$) case?

## Homework Statement

You have i.i.d. random variables X1,.....,Xn ~ Normal ($$\Theta$$,c^2*$$\Theta$$^2), where "c" is a known positive constant (relative variability = std. dev(X)/E[X]) and $$\Theta$$ is an unknown positive constant. Find the first four moments. E.g E[Xj] where j=1,2,3,4.

## The Attempt at a Solution

So i know the pdf of a normal distribution to be, and what i did was input (c*$$\Theta$$)^2 as the standard deviation into this. Then I took the expected value of that to get the first order moment. Is this the proper way to do it? Does having (c$$\Theta$$)^2 change how you integrate the expectation of a normal distribution relative to how you would for the usual N($$\mu$$,$$\sigma$$) case?

Sorry the first one i formatted poorly, and couldn't figure it out. New to this forum, just figuring stuff out.