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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