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Let Y = eX. (a) Find the cdf and pdf of Y in the terms of the cdf and pdf of X. (b) Find the

Let Y = eX.

(a) Find the cdf and pdf of Y in the terms of the cdf and pdf of X.

(b) Find the pdf of Y when X is a Gaussian random variable. In this case Y is

said to be a lognormal random variable. Plot the pdf and cdf of Y when X is

zero-mean with variance 1=8; repeat with variance 8.

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