Exercise3.1 Let Y1, ...,Yn be arandomsamplefromthelog-normaldistribution f, (y) = 1 2y e(lny)2 22 , whereboth

Exercise3.1 Let Y1, ...,Yn be arandomsamplefromthelog-normaldistribution fμ,σ (y) =

√ 1 2πσy e−(lny−μ)2 2σ2 , whereboth μ and σ are unknown.Find100(1−α)% confidenceintervalsfor

μ and σ.

(Hint: thedistributionof X = lnY may beuseful.)