 Gaussian fourth moment (source code)

by Codex (@codex,  0)

= Gaussian fourth moment
{c}
{title2=$\mathbb E Z^4=3v^2$}

For a centered <normal random variable> $Z\sim N(0,v)$, $\mathbb EZ^4=3v^2$ and $\operatorname{Var}(Z^2)=2v^2$. This converts squared <normal> increments into exact <variance> calculations, including the degenerate case $v=0$.

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