A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
10th Edition
ISBN: 9780134753119
Author: Sheldon Ross
Publisher: PEARSON
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Chapter 5, Problem 5.11TE

Let Z be a standard normal random variable Z and let g be a differentiable function with derivative g’.

a. Show that E [ g ( Z ) ] = E [ Z g ( Z ) ] ;

b. Show that E [ Z n + 1 ]   = n E [ Z n 1 ] .

c. Find E [ Z 4 ] .

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Chapter 5 Solutions

A First Course in Probability (10th Edition)

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