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
![E[(X – µ)ª] kurtosis(X) =](https://dsd5zvtm8ll6.cloudfront.net/si.question.images/images/question_images/1539/9/4/4/5305bc9b052cf29a1539926980463.jpg)
The kurtosis is a measure of the peakedness of a probability distribution. Use the mgfs and find the kurtosis of a standard normal distribution.
E[(X )] kurtosis(X) =
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