Question: a) X is a continuous random variable that is normally distributed, with mean and variance ^2. Another random variable, Y, is related to X by

a) X is a continuous random variable that is normally distributed, with mean and variance ^2. Another random variable, Y, is related to X by Y=e^X. Calculate the probability density function of Y via the derived distribution approach.

b) Z=a W+b, whereaandbare constants, and W is a continuous random variable (also with mean and variance ^2, but now you don't know if it's normally distributed). Calculate the mean and the variance ofZvia the derived distributions approach.

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