3.1 Let Y~ normal (uy;o) and X = e, i.e. Y = logeX, then we say that X is distributed lognormal (uy;o); the coefficient of variation is vx. Show that μ₁ (X) = μ (v¹² +6v +15v +16v +3v) where μ4(X) is the 4th central moment about ux. 3.2 Suppose X follows a lognormal distribution with parameters uy=1 and oy = 1. Determine Hx and ox. 3.3 Let X₁ = 1.25X. Is X, distributed lognormal? (Hint: Use cumulative distribution function to show). 3.4 Determine the probability that X, exceed 1. (Use information above). 3.5 Determine the 80th percentile of X₁. (Use information above).
3.1 Let Y~ normal (uy;o) and X = e, i.e. Y = logeX, then we say that X is distributed lognormal (uy;o); the coefficient of variation is vx. Show that μ₁ (X) = μ (v¹² +6v +15v +16v +3v) where μ4(X) is the 4th central moment about ux. 3.2 Suppose X follows a lognormal distribution with parameters uy=1 and oy = 1. Determine Hx and ox. 3.3 Let X₁ = 1.25X. Is X, distributed lognormal? (Hint: Use cumulative distribution function to show). 3.4 Determine the probability that X, exceed 1. (Use information above). 3.5 Determine the 80th percentile of X₁. (Use information above).
MATLAB: An Introduction with Applications
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Question

Transcribed Image Text:3.1 Let Y~ normal (uy;o) and X = e, i.e. Y=logeX, then we say that X is distributed
lognormal (uy;o); the coefficient of variation is vx. Show that
4
H₁ (X) = μ (v¹² +6v
X
X
about µx.
3.2 Suppose X follows a lognormal distribution with parameters µç= 1 and o、=1.
and ox.
Determine µx
3.3 Let X₁
=
+15v +16vg +3v) where 14(X) is the 4th central moment
X
to show).
1.25X. Is X, distributed lognormal? (Hint: Use cumulative distribution function
3.4 Determine the probability that X₁ exceed 1. (Use information above).
3.5 Determine the 80th percentile of X₁. (Use information above).
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