SHOW PART I) AND SHOW PART II) using the result of 1) I.- Suppose that X has the lognormal distribution with parameters µ and σ. Show that 1 F(X") = exp(np+= n²o²), nEN II.- In particular, show that mean and variance of X are E(X) = exp(µ+10²) b. var(X) = exp(2 (µ+ o²) ) − exp(2 µ+o²) a.
SHOW PART I) AND SHOW PART II) using the result of 1) I.- Suppose that X has the lognormal distribution with parameters µ and σ. Show that 1 F(X") = exp(np+= n²o²), nEN II.- In particular, show that mean and variance of X are E(X) = exp(µ+10²) b. var(X) = exp(2 (µ+ o²) ) − exp(2 µ+o²) a.
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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Transcribed Image Text:ЙЦУКЕНГШУЙЦУКЕНГШУКЕНГШЩ ЗКЕНГШ щзхъ
ЙЦУКЕНГШУЙЦУКЕНГШУКЕНГШЩЗКЕНГШЩзхъ
ФЫ В А ПРО В ФЫ В А ПРО ВАПРОЛДЗАПРОЛДЖЭ
ЯЧСМИТНЧСМИТЯЧСМИТНЧСМИТЬБНСМИТЬБю
SHOW PART I) AND SHOW PART II) using the result of I)
I.- Suppose that X has the lognormal distribution with parameters and o. Show that
= exp(nx+1n²0²).
nEN
E(X") =
II.- In particular, show that mean and variance of X are
a. E(X) = exp(u+302)
b. ar(X) = exp(2 (u + ©²)) — exp(2 u + o2)
to
ЙЦУКЕНГШУЙЦУКЕНГШУКЕНГШЩ ЗКЕНГШ ЩЗхъ
ЙЦУКЕНГШУЙЦУКЕНГШУКЕНГШЩЗЕНГШЩзхъ
ФЫ В А П Р О В ФЫ ВАпро ва ПРОЛДЗАПРОЛДЖЭ
ЯЧСМИТНЧСМИТЯЧСМИТНЧСМИТЬБАСМИТЬБЮ
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