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kjetil b halvorsen
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mpiktas
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exponential Exponential of a standard normal random variable

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Glen_b
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We know that Z~N (0, 1)$Z\sim N(0, 1)$. How do I prove that e^Z$e^Z$ has a mean of e^0.5$e^{0.5}$? I have tried integrating e^z$e^z$ times the pdf of Z$Z$ but I don't know why it isn't working out.

Also what is the pdf of exp (Z)$\exp(Z)$?

We know that Z~N (0, 1). How do I prove that e^Z has a mean of e^0.5? I have tried integrating e^z times the pdf of Z but I don't know why it isn't working out.

Also what is the pdf of exp (Z)?

We know that $Z\sim N(0, 1)$. How do I prove that $e^Z$ has a mean of $e^{0.5}$? I have tried integrating $e^z$ times the pdf of $Z$ but I don't know why it isn't working out.

Also what is the pdf of $\exp(Z)$?

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Bella
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