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Topic: Lognormal Distribution
Replies: 2   Last Post: Jul 22, 1996 4:11 PM

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Douglas Croker

Posts: 2
Registered: 12/12/04
Lognormal Distribution
Posted: Jul 22, 1996 12:06 AM
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Please help me attack this question:

If X is a random variable distributed lognormally with a given mean and
variance, then what is the mean and/or variance of the random variable e^X?

I have struggled with this question for too long, so any help would be
greatly appreciated. There may not be a closed form solution to this
problem, and if so, please help me come up with a way to approximate the
solution.

Thanks in advance.

--Douglas Croker


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Douglas Croker
Princeton University
dmcroker@princeton.edu
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