Solution-Compute the pdf of a lognormal distribution

Compute the pdf of a lognormal distribution

Reference no: EM132643367

We say that a random variable Y has a lognormal distribution with parameters µ and σ if and only if ln Y ∼ N(µ, σ2 ). Let X = ln Y so X ∼ N(µ, σ2 ) and use the method of transformations to compute the pdf of a lognormal (µ, σ2 ) distribution.

Reference no: EM132643367

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Compute the pdf of a lognormal distribution

Reference no: EM132643367

Reference no: EM132643367

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