Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
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.