Suppose that X has a lognormal distribution and that the mean and variance of X are 100

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Suppose that X has a lognormal distribution and that the mean and variance of X are 100 and 85,000, respectively. Determine the parameters and of the lognormal distribution.
(Hint: define x = exp (θ) and y = exp (w2) and write two equations in terms of x and y.) Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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Applied Statistics And Probability For Engineers

ISBN: 9781118539712

6th Edition

Authors: Douglas C. Montgomery, George C. Runger

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