The continuous random variable Y is said to have a lognormal distribution with parameters and if its probability density function, f(y), satisfies Show that X ln (Y) has a normal distribution with mean and variance 2 1 (In y ) f(y) exp oyV27 (y 0) 202...

To show that X lnY has a normal distribution with mean and variance 2 we need to find the mean and ...

The continuous random variable Y is said to have a lognormal distribution with parameters and

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The continuous random variable Y is said to have a lognormal distribution with parameters μ and σ if its probability density function, f(y), satisfies

Show that X = ln (Y) has a normal distribution with mean μ and variance σ².

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Statistics For Engineering And The Sciences

ISBN: 9781498728850

6th Edition

Authors: William M. Mendenhall, Terry L. Sincich

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Question Posted: May 17, 2021 07:55 AM

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The continuous random variable Y is said to have a lognormal distribution with parameters and

Question:

1 (In y — м)* f(y) exp oyV27 (y > 0) 202

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To show that X lnY has a normal distribution with mean and variance 2 we need to find the mean and ...View the full answer

Statistics For Engineering And The Sciences

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