Let Y be a log-normal random variable. The log-normal property implies that loge Y is distributed...

Transcribed Image Text:

Let Y be a log-normal random variable. The log-normal property implies that loge Y is distributed as N(μ, o2) random variable. Find the variance of Y. (Hint: the mgf of a Gaussian random variable may be useful.) Let Y be a log-normal random variable. The log-normal property implies that loge Y is distributed as N(μ, o2) random variable. Find the variance of Y. (Hint: the mgf of a Gaussian random variable may be useful.)

Answer rating: 100% (QA)

The detailed ... View the full answer