Suppose you have some random variable x that is distributed according to a pareto distribution f(x) = k mk x-k-1. And then you have a transformation y = c x where c is a constant. I want to find out the standard deviation of the natural log of y. I have been trying for several hours but have had no success. I have tried to do it the standard way E[x^2]-E[x]^2 but am quickly running into a mess that I can't deal with. Does anybody here have any idea how I can approach this problem? I really appreciate the help.