Part 1: Prove that the expectation and the variance of a lognormal random variable X with mean µ, standard deviation o and a normal random variable W with mean 0, standard deviation o has the following relation: (Note: You must prove the relation from both sides!) E(X)= µ=e®+*2 +1 Var (X)=o = e*+* (e -1) 0 = In u-

Part 1: Prove that the expectation and the variance of a lognormal random variable X with mean µ, standard deviation o and a normal random variable W with mean 0, standard deviation o has the following relation: (Note: You must prove the relation from both sides!) E(X)= µ=e®+2 +1 Var (X)=o = e+* (e -1) 0 = In u-

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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