Hi I'm having trouble calculating high moment of a double exponential function. $$f(x\mid\mu,\sigma)=\frac{1}{2\sigma}e^{-\left\lvert\frac{x-\mu}{\sigma}\right\rvert}$$
How do I calculate $E(X^{2009})$
I tried to calculate the moment generating function MGF but it does not work for this expectation since I have to take the derivative 2009 times!
Any suggestions? Thanks!
Write the integral that is used to evaluate $E(X^{2009})$ then use reduction formulae