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Why does E (x^3) =0? If X-N(0,1) I know it’s an odd function and by symmetry...

Why does E (x^3) =0? If X-N(0,1) I know it’s an odd function and by symmetry it’s 0, is there any other explanation?

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Answer #1

We know that the density of standard normal distribution is symmetric about zero, but we have standard cauchy distribution also that is symmetric about zero too, but Standard cauchy does not have any moments , so why here?

Well because normal density has negative exponential squared function that takes every polynomial multiplied to it goes to zero as we go at higher and higher values . Since normal density is sufficiently smooth , its all moments exists also , hence due to unique median as zero (standard normal case), all the integral that sums up from the left(-infinity) to 0 this just equals negative times the integral from 0 to right(infinity) for any odd function as integrand.

But anyway , symmetry is the basic cause to do so.

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