Problem 5. (i) Let X be a random variable such that log X is normally distributed with mean u and variance o. What is the probability of X < a, P(X < a)? (You need to write the expression P(X < a) in terms of a ad o ) (ii) Let X1,..., X, be independent normally distributed random variables and denote the mean of X, with , and its variance with of What is the distribution of Xị +...+ X,?

Problem 5. (i) Let X be a random variable such that log X is normally distributed with mean u and variance o. What is the probability of X < a, P(X < a)? (You need to write the expression P(X < a) in terms of a ad o ) (ii) Let X1,..., X, be independent normally distributed random variables and denote the mean of X, with , and its variance with of What is the distribution of Xị +...+ X,?

A First Course in Probability (10th Edition)

10th Edition

ISBN:9780134753119

Author:Sheldon Ross

Publisher:Sheldon Ross

Chapter1: Combinatorial Analysis

Section: Chapter Questions

Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...

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