Question: 4 The positive random variable X is said to be a lognormal random variable with parameters / and of if log(X) is a normal random

4 The positive random variable X is said to be a lognormal random variable with parameters / and of if log(X) is a normal random variable with mean / and variance g? a) Use the normal moment generating function to find the mean and variance of a lognormal random variable. b) Given the density function fz(2) = exp{-5121}, -00

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