Expected value integral when variable in integrand is logged but variable of integration (dx) not

39 Views Asked by At

Is it possible to get a tractable expression for

$$\int \ln(x) f(\ln(x)) \:dx$$

Especially interested in situation where $f()$ is the normal density function.

1

There are 1 best solutions below

0
On BEST ANSWER

Let $x=e^y$ and solve $$\int ye^y f\left(y\right) dy$$