Question: The positive random variable X is said to be a lognormal random variable with parameters and 2 if log(X) is a normal random variable

The positive random variable X is said to be a lognormal random variable with parameters μ and σ2 if log(X) is a normal random variable with mean μ and variance σ2. Use the normal moment generating function to find the mean and variance of a lognormal random variable.

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