Let Z N(0, 1) If we define X e Z , then we say that X has a log normal distribution with parameters and , and we write X LogNormal(, ) a If X LogNormal(,), find the CDF of X in terms of the function b Find EX and Var(X) ...

a To find the cumulative distribution function CDF of X when X follows a lognormal distribution Log ...

Let Z N(0, 1). If we define X = e Z+ , then we say that

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Let Z ∼ N(0, 1). If we define X = e^σZ+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 EX and Var(X).

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Introduction To Probability Statistics And Random Processes

ISBN: 9780990637202

1st Edition

Authors: Hossein Pishro-Nik

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Question Posted: Oct 27, 2023 03:49 AM

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Let Z N(0, 1). If we define X = e Z+ , then we say that

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Introduction To Probability Statistics And Random Processes

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