Question: Substituting f ( x ) f(x): E [ W t 4 ] = x 4 1 2 t exp ( x 2 2 t )
Substituting f ( x ) f(x): E [ W t 4 ] = x 4 1 2 t exp ( x 2 2 t ) , d x E[W t 4 ]= x 4 2t 1 exp( 2t x 2 ),dx Utilizing Known Relationships: Using the properties of the normal distribution, you calculate: E [ W t 4 ] = 3 t 2 E[W t 4 ]=3t 2
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