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Problem 2. Suppose that X is normal with zero mean and variance o2 > 0. Find its k-th moment E[X* ] (k 2 1). Hint:

Problem 2. Suppose that X is normal with zero mean and variance o2 > 0. Find its k-th moment E[X* ] (k 2 1). Hint: one method is to use the moment generating function

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