ThmDex – An index of mathematical definitions, results, and conjectures.
Real calculus expression for moments of standard gaussian random real number
Formulation 0
Let $Z \in \text{Gaussian}(0, 1)$ be a D211: Standard gaussian random real number.
Let $n \in \mathbb{N}$ be a D996: Natural number.
Then \begin{equation} \mathbb{E}(Z^n) = \begin{cases} (n - 1) !!, \quad & n \in 2 \mathbb{N} \\ 0, \quad & n \in 2 \mathbb{N} + 1 \end{cases} \end{equation}
Formulation 1
Let $Z \in \text{Gaussian}(0, 1)$ be a D211: Standard gaussian random real number.
Let $n \in \mathbb{N}$ be a D996: Natural number.
Then \begin{equation} \mathbb{E}(Z^n) = \begin{cases} (n - 1) !!, \quad & n \in \{ 0, 2, 4, \ldots \} \\ 0, \quad & n \in \{ 1, 3, 5, \ldots \} \end{cases} \end{equation}
Proofs
Proof 0
Let $Z \in \text{Gaussian}(0, 1)$ be a D211: Standard gaussian random real number.
Let $n \in \mathbb{N}$ be a D996: Natural number.