30. A random variable X is said to have a lognormal distribution if log X is normally...
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30. A random variable X is said to have a lognormal distribution if log X is normally distributed. If X is lognormal with E[log X] = μ and Var(log X ) = σ2, determine the distribution function of X. That is, what is P{X ≤ x}?
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Related Book For
Introduction To Probability And Statistics For Engineers And Scientists
ISBN: 9780125980579
3rd Edition
Authors: Sheldon M. Ross
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