Derive the probability density function for a lognormal random variable Y from the relationship that Y =

Question:

Derive the probability density function for a lognormal random variable Y from the relationship that Y = exp(W) for a normal random variable W with mean θ and variance ω2.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Applied Statistics And Probability For Engineers

ISBN: 9781118539712

6th Edition

Authors: Douglas C. Montgomery, George C. Runger

Question Posted: