Hey la88.
Take a look at the transformation theorem in probability:
http://www2.econ.iastate.edu/classes...formations.pdf
Hi.
I am trying to find the distribution of ln(X) when i know that X is distributed as a binodal normal distribution, in other words:
which I suppose also can be written as
How do I then go about finding the distribution of ln(X)?
Hey la88.
Take a look at the transformation theorem in probability:
http://www2.econ.iastate.edu/classes...formations.pdf