Mathematics, 29.07.2019 21:30 garrettadkins2002
Let z∼n(0,1). if we define x=eσz+μ , then we say that x has a log-normal distribution with parameters μ and σ, and we write x∼lognormal(μ,σ).
(a) if x∼lognormal(μ,σ), find the cdf of x in terms of the φ function.
(b) find pdf of x, ex and var(x).
Answers: 3
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Let z∼n(0,1). if we define x=eσz+μ , then we say that x has a log-normal distribution with parameter...
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