Let X be a random variable with mean μ and standard deviation Ï. The kurtosis of X

Let X be a random variable with mean μ and standard deviation σ. The kurtosis of X is defined as 

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

Transcribed Image Text:

E[(X – µ)ª] kurtosis(X) =