Question: 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:

![variance o2 > 0. Find its k-th moment E[X* ] (k 2](https://s3.amazonaws.com/si.experts.images/answers/2024/06/666da7efeb217_447666da7efcb8fb.jpg)
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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