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India LIMIT
2019 LIMIT
2019 LIMIT Category C
Problem 6
normal distro, find variance
normal distro, find variance
Source: LIMIT 2019 CCS2 P6
April 28, 2021
probability
Problem Statement
Let
X
X
X
be normally distributed with mean
μ
\mu
μ
and variance
σ
2
>
0
\sigma^2>0
σ
2
>
0
. What is the variance of
e
X
e^X
e
X
?
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