Let X 1 , . . . , X n be independent log normal random variables and
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Let X1, . . . , Xn be independent log normal random variables and let a1, . . . , an be constants. Show that the product P = Xa11· · · Xann is lognormal. ln P = a1 ln X1 +· · ·+an ln Xn.
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ln X 1 ln X n are independent ...View the full answer
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