问题如下:
For a lognormal variable X, we know that ln(X) has a normal distribution with a mean of zero and a standard deviation of 0.5. What are the expected value and the variance of X?
选项:
A.1.025 and 0.187
B.1.126 and 0.217
C.1.133 and 0.365
D.1.203 and 0.399
解释:
Using Equation: , we have . Assuming there is no error in the answers listed for the variance, it is sufficient to find the correct answer for the expected value.
这个公式是怎么推导的