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Lognormal Distribution
Posted:
Jul 22, 1996 12:06 AM


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
 Douglas Croker Princeton University dmcroker@princeton.edu 



