Kurtosis(X) is defined as the fourth centred moment of X, divided by the square of the variance of X. Assuming X is a normally distributed variable, what is Kurtosis(X)?
Hmm, the key seems to be figuring out the hypothesis being tested. Let's see, if the coefficient is less than 1, then the test statistic would be greater than 1. So, I'm going with D as well.
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