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Topic: Help needed to solve the following probability problem!
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rock31

Posts: 147
Registered: 12/7/04
Help needed to solve the following probability problem!
Posted: Jun 26, 2006 4:50 PM
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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.



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