Question: The random variables X 1 ,..., X n are i.i.d. We also know that E[X 1 ] =0, E[X 1 2 ]=a and E[X 1
The random variables X1,..., Xn are i.i.d. We also know that E[X1] =0, E[X12]=a and E[X13]=b and E[X14]=c. Let Xn=nX1+...+Xn. Find the fourth moment of Xn .
E[xn4]= n41E[i=1n xi4 + i=1n j=i 4xi3xj + i=1n j>i 6xixj +i=1n j=i k=j,i 12xi2xjxk]
Please provide details of computation using above notation.
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