Data Science Interview Prep: Q74

Expectation of Lognormal Distribution: A Simple MGF Approach.(Category: Statistics)

Kindly read the ‘Moment Generating Functions and Their Applications’ newsletter before reading the current newsletter.

Link: Moment Generating Functions and Their Applications

In this newsletter, we explore a numerical example that uses the results from the previous newsletter.

We are given log X ~ N(0,1). What is the expectation of X?

Solution:

We hope you found the article both enlightening and valuable! For more insightful content delivered straight to your inbox, simply enter your email address below and hit the subscribe button. Stay tuned for future updates!

Reference:

• Expectation of Lognormal Distributions: https://math.stackexchange.com/questions/3786829/expected-value-of-x-if-lnx-sim-n-mu-sigma