Let x ~ n(0, 1) and y = ex. y is called a log-normal random variable.
(a) find the probability...
Mathematics, 07.12.2019 04:31 P05182010
Let x ~ n(0, 1) and y = ex. y is called a log-normal random variable.
(a) find the probability density function of y .
(b) find the nth moment e(yn) of y .
hint. do not compute the moment generating function of y . instead relate
the nth moment of y to an expectation of x that you know.
Answers: 1
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