Exercise 3.8 Using the MGF (3.17), verify that E[Y ] = and V[Y ] = 2

Exercise 3.8 Using the MGF (3.17), verify that E[Y ] = μ and V[Y ] = σ2 for Y ∼ N(μ, σ2). Also, show that E[X3] = 0 and E[X4] = 3 for X ∼ N(0, 1).