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Normal Distribution Fourth Moment

Medium · Probability & Statistics · Quant Trader interview question · probability, normal-distribution, expected-value, moment-problem

Let $X$ be a random variable following a normal distribution with mean 0 and variance $ \sigma^2 $, denoted as $X \sim N(0, \sigma^2)$. Determine the expected value of $X^4$, i.e., find $EX^4$.