Let X rv N(O, 1) and let Y = eX. Find JE(Y) and V(Y).

Answered Same DayDec 25, 2021

Answer To: Let X rv N(O, 1) and let Y = eX. Find JE(Y) and V(Y).

Robert answered on Dec 25 2021

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Let X rv N(O, 1) and let Y = eX. Find JE(Y) and V(Y)
Here,
FY (y) = P (Y ≤ y) = P (e
x
≤ y) = P (X ≤ lny) = Ф ((lny – 1)/2)
Now differentiating with respect to y, we have
( )

(

)

(

)

√
(

)( )
Here, E (Y) = µ and Var (Y) =...

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Let X rv N(O, 1) and let Y = eX. Find JE(Y) and V(Y).

Answer To: Let X rv N(O, 1) and let Y = eX. Find JE(Y) and V(Y).

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