Question: b) and c) please 4 The positive random variable X is said to be a lognormal random variable with parameters and o' if log(X )

b) and c) please 4 The positive random variable X is

b) and c) please

said to be a lognormal random variable with parameters and o' if

4 The positive random variable X is said to be a lognormal random variable with parameters and o' if log(X ) is a normal random variable with mean / and variance o'. a) Use the normal moment generating function to find the mean and variance of a lognormal random variable. b) Given the density function fz(z) = exp{-=1=/}, -00

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