Question: Find the distribution function and the distribution density of Y D eX when X has distribution (a) Nm;v, or (b) E. In case (a), the
Find the distribution function and the distribution density of Y D eX when X has distribution
(a) Nm;v, or
(b) E˛. In case (a), the distribution of Y is called the lognormal distribution for m and v, and in case
(b) the Pareto distribution for ˛.
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