3. Explain a procedure for simulation of lognormal random variables. A random variable X is called lognormal

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3. Explain a procedure for simulation of lognormal random variables. A random variable X is called lognormal with parameters µ and σ2 if ln X ∼ N (µ, σ2)

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Fundamentals Of Probability With Stochastic Processes

ISBN: 9780131453401

3rd Edition

Authors: Saeed Ghahramani

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Question Posted: Nov 16, 2024 07:00 AM

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3. Explain a procedure for simulation of lognormal random variables. A random variable X is called lognormal

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Fundamentals Of Probability With Stochastic Processes

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