Subject: is sum of dependent log-normal still log-normal?
Hi, there. I have a question here about log-normal random variables here.
r = sum_k{ exp(a_k * n + b_k) }
where n follows a normal distribution, which makes each addend in the
above sum a log-normal random variable. My question is whether or not r
is a log-normal random variable. Anyone can give me a clue? Thanks a
lot.
Wenyan
.
.
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