Find the probability density function of y ex in which x


Find the probability density function of Y = eX, in which X is normally distributed with parameters m and G. The random variable Y is said to have a lognormal distribution with parameters m and G. (The importance and usefulness of the lognormal distribution is discussed by J. Aitchison and J. A. C. Brown, The Lognormal Distribution, Cambridge University Press, 1957.)

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Basic Statistics: Find the probability density function of y ex in which x
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