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The weight functions are of the form \\(W : = e^{ - Q}\\), where \\(Q : \\mathbb{R} \\to \\mathbb{R}\\) is even, continuous on \\(\\mathbb{R}\\), \\(Q''\\) is continuous in \\((0, \\infty)\\), and \\(Q' > 0\\) in \\((0, \\infty)\\), while for some \\(A,B>1\\),  \\[ A \\leq {d \\over dx} \\bigl( xQ'(x) \\bigr)/Q'(x) \\leq B, \\quad x \\in (0, \\infty), \\]  has to hold. For example, the Freud weights \\(W(x) = \\exp ( - | x |^ \\alpha)\\), \\(\\alpha > 1\\), satisfy these hypotheses. Let \\(p_ n (W^ 2,x)\\) denote the \\(n\\)th orthonormal polynomial for the weight function \\(W^ 2\\), \\(n \\geq 1\\). For instance in case of \\(W(x) = \\exp ( - x^ 2)\\) the \\(p_ n (W^ 2, x)\\) are the classical Hermite polynomials (with normalization in \\(L^ 2 (W, \\mathbb{R}))\\). Let further \\(a_ n = a_ n (Q)\\) denote the \\(n\\)th Mhaskar-Rakhmanov-Saff number for \\(Q\\). It is shown in the paper that for \\(0 < p < \\infty\\), and \\(n \\geq 2\\),  \\[ \\bigl \\| p_ n (W^ 2, \\cdot) W (\\cdot) \\bigr \\|_{L^ p (\\mathbb{R})} \\sim a_ n^{1/p - 1/2} \\begin{cases} 1, & p < 4, \\\\ (\\log n)^{1/4}, & p = 4, \\\\ (n^{ - 2/3})^{1/p - 1/4}, & p > 4. \\end{cases} . 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