Date: Jun 26, 2006 4:50 PM Author: rock31 Subject: Help needed to solve the following probability problem! Given Z_i is the normal distribution with zero mean and 1 variance. how to obtain the expression of P(x) based on the following formula?
X= \sum_k b_k e^{a_k Z_i}
P( \sum_k b_k e^{a_k Z_i} < x)=?
Thanks alot.