-wa exp{-(20 )2}, where The Normal(μ,02) distribution has density f(x) -oo < μ < oo and...

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-wa exp{-(20 )2}, where The Normal(μ,02) distribution has density f(x) -oo < μ < oo and σ > 0. Let the randon variable T be such that X-log(T) is Normal(μ, σ2). Find the density of T. This distribution is known as the log normal Do not forget to indicate where the density of T is non-zero. 10.

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Answer 1

Answer #1

X = log T

of T = e^x

pdf is non- zero for T > 0

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Answer 2

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-wa exp{-(20 )2}, where The Normal(μ,02) distribution has density f(x) -oo < μ < oo and...

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-wa exp{-(20 )2}, where The Normal(μ,02) distribution has density f(x) -oo < μ < oo and...

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