This question is from Intro to stochastic processes

0.1. Let X ~ lognormal(/, o'), show that for any integer n, E(X") = nutin202 (1) where the density function for longnormal is fx(x) = 1 log : - 4)2 CO V 2AT e (2) (10 marks) exp(ut + 1202/2) Note that: you can directly use the mgf of a Normal r.v. Y ~ N(p, o'), which is given by m(t) =