Variance of the fourth power of a lognormal
Question
Suppose is standard normal. The variance of can be written as for positive integers . What is ?
Short answer
. Write with standard normal and use the moment generating function . Then the second moment of is and its mean is , so the variance is and .
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Open the worked solutionLessons behind this question
- Expectation, Mean, and Variance
- Conditional Expectation and Variance Revisited
- The Normal Distribution
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