Question: Let X be a random variable with mean μ and standard deviation Ï. The kurtosis of X is defined as The kurtosis is a measure

Let X be a random variable with mean μ and standard deviation σ. The kurtosis of X is defined as E[(X – µ)ª] kurtosis(X) =

The kurtosis is a measure of the €œpeakedness€ of a probability distribution. Use the mgfs and find the kurtosis of a standard normal distribution.

E[(X )] kurtosis(X) =

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