A random variable T is said to have the log-normalMin, din) dis- tribution if log(T) is normally distributed with parametersin, on, where log is Mint the natural logarithm. The mean value and variance of T are pt = e and o = 2n totalecin 1) respectively. The log-normal(0,1) distribution is called the standard log-normal distribution. . a) (8 points) Show that if T has the log-normal( Him, Oin) distribution, its CDF is given by Fr(t) = o(login) for t > 0 and Fr(t) = 0 for t