43. Log-normal distribution. Let X be N (0, 1), and let Y = eX; Y is said to have the log-normal distribution. Show that the density function of Y is 1 f(x)=√exp{-}(log x)²}, x > 0. For la ≤ 1, define fa (x) = {1+a sin(2л log x)} f(x). Show that fa is a density function with finite moments of all (positive) orders, none of which depends on the value of a. The family {fa: a ≤ 1} contains density functions which are not specified by their moments.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
43. Log-normal distribution. Let X be N (0, 1), and let Y = eX; Y is said to have the log-normal
distribution. Show that the density function of Y is
1
f(x)=√exp{-}(log x)²},
x > 0.
For la ≤ 1, define fa (x) = {1+a sin(2л log x)} f(x). Show that fa is a density function with finite
moments of all (positive) orders, none of which depends on the value of a. The family {fa: a ≤ 1}
contains density functions which are not specified by their moments.
Transcribed Image Text:43. Log-normal distribution. Let X be N (0, 1), and let Y = eX; Y is said to have the log-normal distribution. Show that the density function of Y is 1 f(x)=√exp{-}(log x)²}, x > 0. For la ≤ 1, define fa (x) = {1+a sin(2л log x)} f(x). Show that fa is a density function with finite moments of all (positive) orders, none of which depends on the value of a. The family {fa: a ≤ 1} contains density functions which are not specified by their moments.
Expert Solution
steps

Step by step

Solved in 3 steps with 3 images

Blurred answer
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman