Let be a standard normal random variable z, and let be a differentiable function with derivative g'.
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Let be a standard normal random variable z, and let be a differentiable function with derivative g'.
a. Show that E[g'(Z)] = E(Zg(Z)];
b. Show that E[Zn+1] = nE[Zn-1].
c. Find E[Z4].
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a To show that EgZ EZgZ we can use the chain rule of calculus By the chain rule we have ...View the full answer
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