Question: 4. Let X1, X2, X, denote a random sample from the Log-Normal distribution with probability density function (pdf) 1 f(x; ) = exp X2
4. Let X1, X2, X, denote a random sample from the Log-Normal distribution with probability density function (pdf) 1 f(x; ) = exp X2 {- (In x-u)2 x>0 2 4.1. Show that the log-normal distribution is a member of the exponential family of distributions and give T(X) the complete sufficient statistic for u. [5]
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
