48. If YaX+ b, where a and b are constants, express the moment generating function of Y...
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48. If YaX+
b, where a and b are constants, express the moment generating function of Y in terms of the moment generating function of X.
49. The positive random variable X is said to be a lognormal random variable with parameters μ and o if log(X) is a normal random variable with mean
µ and variance σ². Use the normal moment generating function to find the mean and variance of a lognormal random variable.
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