Let Y 1 , , Y n be a random sample from the distribution of a random variable Y with finite fourth moment 4 E (Y ) 4 What is a natural estimator of 4 What are the sampling properties of your estimator

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Question: Let Y 1 , . . . , Y n be a random sample from the distribution of a random variable Y with finite fourth

Let Y₁, . . . , Y_n be a random sample from the distribution of a random variable Y with finite fourth moment ₄ = E[(Y )⁴]. What is a natural estimator of ₄? What are the sampling properties of your estimator?

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