Question: Statistics 5. Now let us consider a LogNormal distribution. We say that X is a LogNormal r.v. with parameters u and a2, denoted by X

Statistics

Statistics 5. Now let us consider a LogNormal distribution. We say that

5. Now let us consider a LogNormal distribution. We say that X is a LogNormal r.v. with parameters u and a2, denoted by X N log N (,u, 02), if X can be represented by 61', i.e., X = 6", where Y ~ N (a, 02). Its probability density function is given by f(~\"6) = 1 illoggxgEgz e 2:2 for a: E (0,00). ma 2% LogNormal does not mean \"log of a Normal\

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