Question: Derive the probability density function of a lognormal random variable from the derivative of the cumulative distribution function. Let XN(,2), then Y= follows a lognormal
Derive the probability density function of a lognormal random variable from the derivative of the cumulative distribution function. Let XN(,2), then Y= follows a lognormal distribution with mean and variance 2. By definition Fy(y)=P(Yy)=P(cx
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