
Advanced Statistics Advanced Probability and Statistics Math Forum 
 LinkBack  Thread Tools  Display Modes 
August 17th, 2010, 12:45 PM  #1 
Joined: Aug 2010 Posts: 1 Thanks: 0  Distribution of exp(normal)
Hi everyone!! i have a question. Suppose X distributes Normal(mu,sigma2) What is the distribution of: exp(X)? Thanks in advance!! 
August 17th, 2010, 01:11 PM  #2 
Global Moderator Joined: May 2007 Posts: 4,125 Thanks: 105  Re: Distribution of exp(normal)
Let U=exp(X), so X=ln(U). P(U<u)=P(ln(U)<ln(u))=f(ln(u)), where f(x) is the probability distribution function for N(mu,sigma2).


Tags 
distribution, expnormal 
Search tags for this page 
Click on a term to search for related topics.

Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
Multivariate normal distribution and marginal distribution  nakys  Advanced Statistics  0  October 3rd, 2013 08:27 AM 
Normal distribution  hoyy1kolko  Algebra  9  August 1st, 2011 09:29 AM 
Normal distribution  hoyy1kolko  Algebra  4  July 24th, 2011 05:28 AM 
Normal distribution...  hoyy1kolko  Algebra  8  July 6th, 2011 11:37 PM 
Normal Distribution  Airin10E  Algebra  2  December 17th, 2008 08:12 PM 