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Let X~ N(0, 02). Using the mgf of X, show that, E[Xk+] = 0, E[Xk] = (2k)!ok k!2k 3 where, k> 0 and k
Let X~ N(0, 02). Using the mgf of X, show that, E[Xk+] = 0, E[Xk] = (2k)!ok k!2k 3 where, k> 0 and k Z.
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An Introduction to Measure Theoretic Probability
Authors: George G. Roussas
2nd edition
128000422, 978-0128000427
