Question 4

Additional Homework Problems 1. Exercises 13.2, 13.4, 13.5, 13.11, 13.16 2. Consider two log-normal random variables e* and e, where X ~ Normax. 63), Y ~ Norm(ay, b), and Corr(X,Y)=P Find the following in closed form: (a) P(X]; (b) E [e* 14x 0, derive an explicit expression for (a) (S(t) ]; (b) E [e* 14x 0, derive an explicit expression for (a) (S(t)