I am taking a course in Bayesian statistics, which is off my field. In the lecture notes, the instructor showed
E[X^2n] = (2n-1) σ^2n
and E[X^3 . Y] = E[Y^3 . X] = 3.ρ.σ^4
where σ = variance
E = expectation
X is a random variable.
ρ = cor(XY) = E[XY]/σ^2
Can anyone kindly explain how these equations were derived or atleast point me towards some text where I can understand this? Is this to do with the moment generating function?
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