Question: 30. A random variable X is said to have a lognormal distribution if log X is normally distributed. If X is lognormal with E[logX] =

30. A random variable X is said to have a lognormal distribution if log X is normally distributed. If X is lognormal with E[logX] = μ and Var(logX) = σ2, determine the distribution function of X. That is, what is P{X ≤ x}?

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