Solution

ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2021/2/c/i/solution

First justify that the moments being used exist. For every ,
The bound gives for all .
If has a symmetric distribution, then and have the same probability distribution, so for odd ,
which forces .
Conversely, suppose every odd moment vanishes. For fixed , the absolute values of the partial Taylor series for are bounded by , whose expected value is finite by the preceding inequality. The dominated convergence theorem therefore permits termwise expectation:
The uniqueness theorem for moment-generating functions implies equality of the probability distributions of and . Hence

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