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Math Help - Lognormal distribution's M.G.F?

  1. #1
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    Smile Lognormal distribution's M.G.F?

    How can I show that the lognormal(0,1) distribution does not have the moment generating function?
    Please.
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by rough19 View Post
    How can I show that the lognormal(0,1) distribution does not have the moment generating function?
    Please.
    You could start by looking at the Wikipedia page on the log-normal distribution and if that is not sufficient consider the convergence of the integral defining the mgf

    CB
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