Question

If X ∼ N(µ, σ) then Y = e^X has a log(Y) that has a Normal...

If X ∼ N(µ, σ) then Y = e^X has a log(Y) that has a Normal distribution.

1. without calculating, explain if E(Y) is greater than, less than, or equal to e^u.

2. Calculate E(Y)

3. Find the pdf of Y and sketch a plot of it

Homework Answers

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Let X have the normal distribution N(µ; σ2) and let Y = eX (a)Find the range...
Let X have the normal distribution N(µ; σ2) and let Y = eX (a)Find the range of Y and the pdf g(y) of Y (b)Find the third moment of Y E[Y3] (c) In the next four subquestions, we assume that µ = 0 and σ = 1. Sketch the graph of the pdf of Y for 0<y<=5 (use Maple to generate the graph and copy it the best you can in the answer box) (d)What is the mean of Y...
Normal Distribution Calculate the entropy of a multidimensional Gaussian p(x) = N(µ, Σ)
Normal Distribution Calculate the entropy of a multidimensional Gaussian p(x) = N(µ, Σ)
If X is a normal random variable that has a mean of µ = 20 and...
If X is a normal random variable that has a mean of µ = 20 and a standard deviation σ = 2, (a) the standardized value of X=16 is _________. (b) What is the probability that X is less than or equal to 16? __________ (c) What is the probability that X is greater than 16? __________ (d) What is the probability that X is equal to 16?________
Let the random variable X follow a normal distribution with µ = 18 and σ =...
Let the random variable X follow a normal distribution with µ = 18 and σ = 4. The probability is 0.99 that X is in the symmetric interval about the mean between two numbers, L and U (L is the smaller of the two numbers and U is the larger of the two numbers). Calculate L.
Let the random variable X follow a normal distribution with µ = 22 and σ =...
Let the random variable X follow a normal distribution with µ = 22 and σ = 4. The probability is 0.90 that Xis in the symmetric interval about the mean between two numbers, L and U (L is the smaller of the two numbers and U is the larger of the two numbers). Calculate U.
A sample from a Normal distribution with an unknown mean µ and known variance σ =...
A sample from a Normal distribution with an unknown mean µ and known variance σ = 45 was taken with n = 9 samples giving sample mean of ¯ y = 3.6. (a) Construct a Hypothesis test with significance level α = 0.05 to test whether the mean is equal to 0 or it is greater than 0. What can you conclude based on the outcome of the sample? (b) Calculate the power of this test if the true value...
Show that if X ∈ N(µ, σ2 ), then E(X) = µ, and V ar(X) =...
Show that if X ∈ N(µ, σ2 ), then E(X) = µ, and V ar(X) = σ 2
Suppose X1, · · · , Xn from a normal distribution N(µ, σ2 ) where µ...
Suppose X1, · · · , Xn from a normal distribution N(µ, σ2 ) where µ is unknown but σ is known. Consider the following hypothesis testing problem: H0 : µ = µ0 vs. Ha : µ > µ0 Prove that the decision rule is that we reject H0 if X¯ − µ0 σ/√ n > Z(1 − α), where α is the significant level, and show that this is equivalent to rejecting H0 if µ0 is less than the...
Let the random variable X follow a normal distribution with µ = 19 and σ2 =...
Let the random variable X follow a normal distribution with µ = 19 and σ2 = 8. Find the probability that X is greater than 11 and less than 15.
Let the random variable X follow a normal distribution with µ = 18 and σ2 =...
Let the random variable X follow a normal distribution with µ = 18 and σ2 = 11. Find the probability that X is greater than 10 and less than 17.