Question: A random variable X is said to have a lognormal distribution if log X is normally distributed. IfXis lognormal withE[log X] = andVar(log X )

A random variable X is said to have a lognormal distribution if log X is normally distributed. IfXis lognormal withE[log X] = μandVar(log X ) = σ2, determine the distribution function of X. That is, what is P{X ≤ x}?

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