I'm trying to evaluate the following integral: $$ \int\limits_a^b x f(x)\,\mathrm{d}x $$ where $f$ is the probability density function of the log-normal distribution.
If $a=0$ and $b=\infty$, the result is (I think) the mean, $\exp({\mu +\sigma ^{2}/2})$. Looking at the PDF, the result should be some simple function involving $\Phi$ or $\phi$, the CDF or PDF of the normal distribution; but I can't get it to work. I'm sure this is a standard result, but ... can anyone point me in the right direction?