Exponential transformation of a Gaussian random variable

1.8k Views Asked by At

Given a random variable $x\sim N(\mu,\sigma)$

What is the distribution of its exponential transformation $y = e^x$?

1

There are 1 best solutions below

0
On BEST ANSWER

The distribution of $Y=e^X$ for $X\sim \mathcal{N}(\mu,\sigma^2)$ is called Log-normal and denoted as $Y\sim\mathcal{LN}(\mu,\sigma^2)$. See also here.