If X is distributed as N(, ), find the pdf of Y = e X . Verify

Question:

If X is distributed as N(μ, σ), find the pdf of Y = e^X. Verify that the distribution of Y matches the lognormal pdf provided in Section 3.5.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For book-img-for-question

Modern Mathematical Statistics With Applications

ISBN: 9783030551551

3rd Edition

Authors: Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton

See More Books

Question Posted: Aug 21, 2023 01:30 AM

See More Questions

In each of the following find the pdf of Y. (a) y = X2 and fx(x) = 1, 0 (b) y = - log X and X has pdf (c) Y = ex and X has pdf fx(z) = (n + m + 1)! "(1-z)'", 0
Find a third-degree polynomial with real coefficients that has zeros x = 3 and x = = 2 + i and y-intercept (0, -30). Write your answer first in factored form, then in general polynomial form (i.e.,...
The graphs of functions are shown. Fill in information about them. (a) function f: -6 O i Domain: ii Range: (b) function g: 9 -2 7 fy 6 5 i Domain: ii Range: 4 3- 2 1 6 5 (-1.1,4) 4 -1 -2 -3 -4 -5 +...
Suppose you have the following training set, and fit a logistic regression classifier : ho(x) = g(00+011+0x2) O O O Which of the following are true? Check all that apply. a) Adding polynomial...
What is a LIFO inventory pool? How is the cost of ending inventory determined when pools are used?
A company uses machine hours to allocate overhead. The company has the practical capacity to use 100,000 machine hours. The fixed overhead is expected to be $1 million and the expected usage of...
Tough course? A friend tells you, In the 7:30 A.M. lecture for Statistics 101, 9 students failed, but 20 students failed in the 1:30 P.M. lecture. The 7:30 A.M. prof is a tougher grader than the 1:30...
According to The Wall Street Journal, Mitsubishi Motors recently announced a major restructuring plan in an attempt to reverse declining global sales. Sup-pose that as part of the restructuring plan...
McCoy Company provides plumbing services. The company is a sole proprietorship. Transactions during the first year of operations are provided below. a) The owner, Sharon McCoy, contributed $10,000...
The plasma cholesterol level (mg/dL) for patients with no prior evidence of heart disease who experience chest pain is normally distributed with mean 200 and standard deviation 35. Consider randomly...
Let X Unif(0, 1). Determine the pdf of Y = ln(X).
Recent articles in the business press have reported that many employers are treating direct labor as a true variable cost. Employees are hired and laid off regularly as the employers needs dictate....
List the model assumptions for one-way ANOVA and briefly explain how to assess them.
Remember that a correctly labeled graph requires that you label all axes, curves, and equilibrium point values. The word "calculate" means you must show your work. Assume the market for Good Z is in...
Answer the following questions by writing a paragraph or two in English. (a) [easy] Previously we defined probability as P(A) = Describe a situtation where this fails to produce the correct...
Find f''(x). f(x)=5x-14x- 612x f'(x)=
Simplify. 32-6 3-6
Describe how a person might write e-mail messages or social media posts to give an impression of being charismatic.
(a) Water flows through the nozzle of a garden hose. Find an expression for m in terms of line pressure P 1 , ambient pressure P 2 , inside hose diameter D 1 , and nozzle outlet diameter D 2 . Assume...
How can culture be transmitted to employees? Provide examples for each.
Explain how an ethical culture can be established.
What is a positive organizational culture and what key variables are used in creating it?
Minden Company introduced a new product last year for which it is trying to find an optimal selling price. Marketing studies suggest that the company can increase sales by 5,000 units for each $2...
Prepare the adjusting journal entries and Post the adjusting journal entries to the T-accounts and adjust the trial balance. Dresser paid the interest due on the Bonds Payable on January 1. Dresser...
Venneman Company produces a product that requires 7 standard pounds per unit. The standard price is $11.50 per pound. If 3,900 units required 28,400 pounds, which were purchased at $10.92 per pound,...

If X is distributed as N(, ), find the pdf of Y = e X . Verify

Question:

Step by Step Answer:

To find the probability density function pdf of the random variable Y eX where X is normally distrib...View the full answer

Modern Mathematical Statistics With Applications

Students also viewed these Business questions