Homework Help is Here – Start Your Trial Now!
Math
Statistics
For a random variable X (which is > 0), if logX ~ N(mu, sigma^2), we call the distribution of X "log normal distribution" and write it as X ~ Lognormal(mu, sigma^2) . Show the following: When X ~ Lognoraml(0, 1), the moment generating function of X does not exist.

For a random variable X (which is > 0), if logX ~ N(mu, sigma^2), we call the distribution of X "log normal distribution" and write it as X ~ Lognormal(mu, sigma^2) . Show the following: When X ~ Lognoraml(0, 1), the moment generating function of X does not exist.

Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section: Chapter Questions
Problem 27T
See similar textbooks
icon
Related questions
Question
For a random variable X (which is > 0), if logX ~ N(mu, sigma^2), we call the distribution of X "log normal distribution" and write it as X ~ Lognormal(mu, sigma^2) . Show the following: When X ~ Lognoraml(0, 1), the moment generating function of X does not exist.
Expert Solution
steps

Step by step

Solved in 2 steps

SEE SOLUTIONCheck out a sample Q&A here
Blurred answer