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4. Let X1, X2, X, denote a random sample from the Log-Normal distribution with probability density function (pdf) 1 f(x; ) = exp X2

  

4. Let X1, X2, X, denote a random sample from the Log-Normal distribution with probability density function (pdf) 1 f(x; ) = exp X2 {- (In x-u)2 x>0 2 4.1. Show that the log-normal distribution is a member of the exponential family of distributions and give T(X) the complete sufficient statistic for u. [5]

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