I have a problem involving moments and kurtosis. How do I prove ,
(m4)/(m2)^2 >= 1
where m4 is the 4th central moment and m2 is the 2nd central moment.
The ratio (m4)/(m2)^2 is a measure of kurtosis. the only thing i know is
that we can prove this by Cauchy- Schwarz inequality.
Indrajit.
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