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Fourth centered moment of a binomial distribution (E(W−np)4=3n2q2+nq(1−6q),q=p(1−p))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability distribution Discrete probability distribution Binomial distribution
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For W∼Bin(n,p), expand the fourth power of the sum of centered independent Bernoulli variables. Terms with an index occurring once vanish; single-index fourth moments contribute nq(1−3q) and paired second moments contribute 3n(n−1)q2. Their sum is the displayed formula. Scaling by n4 yields a uniform O(n−2) fourth moment for W/n−p.

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  • Past exam of the mathematics course of the University of Cambridge / 2012 / iii / Paper 34 / 6 / c / Solution

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